Representation of Infinitely Divisible Distributions on Cones View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2007-09

AUTHORS

Victor Pérez-Abreu, Jan Rosiński

ABSTRACT

We investigate infinitely divisible distributions on cones in Fréchet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Lévy–Khintchine representation if and only if the cone is regular. These results are relevant to the study of multidimensional subordination.

PAGES

535-544

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10959-007-0076-z

DOI

http://dx.doi.org/10.1007/s10959-007-0076-z

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1030293459


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