Continuity properties of distributions with some decomposability (Q5918053): Difference between revisions

Let \(Q\) be a real \(d\times d\) matrix all of whose eigenvalues have positive real parts, and let \(B=b^Q= \sum^\infty_{n=0} (n!)^{-1}(\log b)^n Q^n\) for some \(b\in(0,1)\). Denote the characteristic function of a probability distribution \(\mu\) on \(\mathbb{R}^d\) by \(\overline\mu(z)\). A probability distribution \(\mu\) on \(\mathbb{R}^d\) is said to be \(B\)-decomposable if there exists a probability distribution \(\rho\) on \(\mathbb{R}^d\) such that \[ \overline \mu(z)= \overline\mu (B'z) \overline\rho(z), \tag{*} \] where \(B'\) stands for the transpose of \(B\). A probability distribution \(\mu\) on \(\mathbb{R}^d\) is said to be \(Q\)-selfdecomposable if, for any \(b\in(0,1)\), there exists a probability distribution \(\rho_b\) on \(\mathbb{R}^d\) such that \(\overline\mu(z)= \overline\mu (b^{Q'}z)\overline \rho_b (z)\). Let \(\widetilde L_{-1}(B)\) be the class of all probability distributions on \(\mathbb{R}^d\). A probability distribution \(\mu\) on \(\mathbb{R}^d\) is said to belong to \(\widetilde L_m(B)\) if there exists some \(\rho\in\widetilde L_{m-1}(B)\) satisfying (*). Define \(\widetilde L_\infty(B)= \bigcap^\infty_{m=0}\widetilde L_m(B)\). The paper studies absolute continuity and smoothness of distributions in \(\widetilde L_m(B)\). The notion of Pisot-Vijayaraghavan algebraic numbers is used to formulate some results connected with the structure of the set of all eigenvalues of \(B\).