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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 2, Pages 308–318
(Mi tvp2853)
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This article is cited in 5 scientific papers (total in 5 papers)
On infinitely divisible distributions
V. V. Yurinskii Moscow
Abstract:
Let $F$ be a $\sigma$-finite measure with the property (3), § 2, in a separable Banach space $\mathscr B$. $F$ belongs to $\mathfrak G$ iff the infinitely divisible distributions in $\mathscr B$ with the ch.f.
$$
\exp\biggl\{2\int_{|x|\ge\varepsilon}\cos(\langle t,x\rangle-1)F(dx)\biggr\}
$$
have a weak limit $e(\widetilde F)$ as $\varepsilon\to0$.
If $F$ of class $\mathfrak G$ is concentrated in a bounded set,
$$
\int\exp(\gamma|x|)e(F)(dx)
$$
is finite for some $\gamma>0$; $\int\langle t,x\rangle^2F(dx)\le C|t|^2$.
For $\mathscr B=l_p$, $p\ge2$, this leads to a characterization of $\mathfrak G$ (Theorem 3).
In the general case, condition
$$
\int_{|x|\le1}|x|F(dx)
$$
is shown to imply $F\in\mathfrak G$.
Received: 12.06.1973
Citation:
V. V. Yurinskii, “On infinitely divisible distributions”, Teor. Veroyatnost. i Primenen., 19:2 (1974), 308–318; Theory Probab. Appl., 19:2 (1975), 297–308
Linking options:
https://www.mathnet.ru/eng/tvp2853 https://www.mathnet.ru/eng/tvp/v19/i2/p308
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