Representation of infinitely divisible distributions on cones (Q2385609)

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scientific article; zbMATH DE number 5200474
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    Representation of infinitely divisible distributions on cones
    scientific article; zbMATH DE number 5200474

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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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