Affinely infinitely divisible distributions and the embedding problem (Q5916342)
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scientific article; zbMATH DE number 1930983
Language | Label | Description | Also known as |
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English | Affinely infinitely divisible distributions and the embedding problem |
scientific article; zbMATH DE number 1930983 |
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Affinely infinitely divisible distributions and the embedding problem (English)
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2002
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The main result: every affinely infinitely divisible probability measure on a connected abelian Lie group is infinitely divisible. If \(G\) is a locally compact group, \(A\) a closed abelian subgroup of \(G\), and \(\mu\) a probability measure on \(G\) which is supported on \(A\) and infinitely divisible on \(G\), sufficient conditions for the infinite divisibility of \(\mu\) on \(A\) are given.
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infinitely divisible probability measure
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abelian Lie group
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locally compact group
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