A constructive approach to the law equivalence of infinitely divisible random measures

DOI10.3792/PJAA.70.282MaRDI QIDQ1805024zbMATH OpenOpenAlexFDO

Authors Kazuyuki Inoue

Publication date 13 March 1996

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pjaa.70.282

zbMATH Keywords

equivalence of measuresinfinitely divisible random measuresPoissonian random measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Continuity and singularity of induced measures (60G30) Random measures (60G57)

Review text

A construction of infinitely divisible random measures without Gaussian component is presented which is based on a Poissonian random measure. Then this construction is applied to the problem of equivalence for infinitely divisible random measures.

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