Representation of infinitely divisible distributions on cones

DOI10.1007/S10959-007-0076-ZMaRDI QIDQ2385609zbMATH OpenOpenAlexFDO

Authors Víctor Pérez-Abreu, Jan Rosiński

Publication date 12 October 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-007-0076-z

zbMATH Keywords

infinitely divisible distributions on conesLévy-Khintchin formula

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Infinitely divisible distributions; stable distributions (60E07)

Review text

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.

Recommendations

• Dopustimye funkcii dlja konusa i asimptotika bezgranicno delimyh raspredelenij
• Infinite divisibility of random objects in locally compact positive convex cones.
• scientific article; zbMATH DE number 3927984
• Tauberian Theorems and Asymptotics of Infinitely Divisible Distributions in a Cone
• The asymptotics of multidimensional infinitely divisible distributions

Cites work

• Cone-parameter convolution semigroups and their subordination
• Convergence of monotone nets in ordered topological vector spaces
• COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS
• Extensions of Type G and Marginal Infinite Divisibility
• Grenzwerts�tze f�r Wahrscheinlichkeitsma\e auf Badrikianschen R�umen
• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3549865 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 1321178 (Why is no real title available?)
• scientific article; zbMATH DE number 2063861 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Infinite divisibility of random objects in locally compact positive convex cones.
• Multivariate subordination, self-decomposability and stability
• On bases and unconditional convergence of series in Banach spaces
• Pettis integration in locally convex spaces
• Relations between cone-parameter Lévy processes and convolution semigroups

Cited in

(11)

• Infinite divisibility of random objects in locally compact positive convex cones.
• Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation
• Lévy processes and infinitely divisible measures in the dual of a nuclear space
• Infinitely divisible multivariate and matrix gamma distributions
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
• Lévy subordinators in cones of fuzzy sets
• Free infinite divisibility of free multiplicative mixtures of the Wigner distribution
• Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection
• scientific article; zbMATH DE number 4163189 (Why is no real title available?)
• scientific article; zbMATH DE number 3927984 (Why is no real title available?)
• A class of multivariate cone-valued infinitely divisible probability distributions

This page was built for publication: Representation of infinitely divisible distributions on cones

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2385609)