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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 2, Pages 393–399
(Mi tvp3226)
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This article is cited in 14 scientific papers (total in 14 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
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
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https://www.mathnet.ru/eng/tvp3226 https://www.mathnet.ru/eng/tvp/v22/i2/p393
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Abstract page: | 238 | Full-text PDF : | 98 |
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