Representation of infinitely divisible distributions on cones (Q2385609): Difference between revisions
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Revision as of 06:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Representation of infinitely divisible distributions on cones |
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Representation of infinitely divisible distributions on cones (English)
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12 October 2007
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The authors prove that a normal cone \(K\) in a separable Fréchet space is regular if and only if every infinitely divisible probability measure \(\mu\) concentrated on \(K\) has regular Lévy-Khintchine representation on that cone. This proves the converse to the \textit{E. Dettweiler} theorem [Ann. Sci. Univ. Clermont 61, Math. 14 (1976) (Ec. Ete Calc. Probab. Saint- Flour, 22 Aout--8 Septembre 1976), 11--17 (1977; Zbl 0353.60010)] for measures for the Fréchet spaces.
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infinitely divisible distributions on cones
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Lévy-Khintchin formula
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