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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 2, Pages 393–399 (Mi tvp3226)  

This article is cited in 13 scientific papers (total in 13 papers)

Short Communications

On determining an infinitely divisible distribution function by its values on a half-line

I. A. Ibragimov

Leningrad
Abstract: Theorem. {\it Let $F(x)$ be an infinitely divisible distribution function with characteristic function $f(t)$. Suppose $f$ is holomorphic in $\{\operatorname{Im} z>0\}$ ($\{\operatorname{Im} z<0\}$). If an infinitely divisible distribution function $G$ coincides with $F$ on a half-line $(-\infty,a)$ (on a half-line $(a,\infty)$) then either $F(x)$ equals zero (equals one) on the half-line or $F(x)=G(x)$ for all $x$.}
The theorem generalizes a result of H. Rossberg [1]. Examples are given which show that the analiticity condition is essential.
Received: 12.01.1976
English version:
Theory of Probability and its Applications, 1978, Volume 22, Issue 2, Pages 384–390
DOI: https://doi.org/10.1137/1122043
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. A. Ibragimov, “On determining an infinitely divisible distribution function by its values on a half-line”, Teor. Veroyatnost. i Primenen., 22:2 (1977), 393–399; Theory Probab. Appl., 22:2 (1978), 384–390
Citation in format AMSBIB
\Bibitem{Ibr77}
\by I.~A.~Ibragimov
\paper On determining an infinitely divisible distribution function by its values on a~half-line
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 2
\pages 393--399
\mathnet{http://mi.mathnet.ru/tvp3226}
\zmath{https://zbmath.org/?q=an:0379.60018}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 2
\pages 384--390
\crossref{https://doi.org/10.1137/1122043}
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  • https://www.mathnet.ru/eng/tvp/v22/i2/p393
  • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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