A generalization of the Kolmogorov formula to sums of independent vectors (Q1589016)
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scientific article; zbMATH DE number 1541455
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| English | A generalization of the Kolmogorov formula to sums of independent vectors |
scientific article; zbMATH DE number 1541455 |
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A generalization of the Kolmogorov formula to sums of independent vectors (English)
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31 October 2001
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The talk in this paper is about a formula for the logarithm of the characteristic function of an unboundedly divisible limit distribution which has the sum \(S_n=\sum_{s=1}^n \xi_{ns},\) when \(n\to \infty\); \(\{\xi_{ns}\}_{s=1}^n\), \(n\geq 1,\) a system of a series of \(d\)-dimensional vectors. Two cases of this vector dependence are considered: 1) \(m\)-dependent vectors and 2) vectors satisfying the so-called condition of the uniform strong intermixing. Two assertions are formulated, and the first one is proved.
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purely discontinuous processes
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finite variation processes
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Brownian excursions
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completely monotone Lévy density
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0.8192383646965027
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0.8192383646965027
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