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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 712–724
(Mi tvp3336)
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This article is cited in 8 scientific papers (total in 8 papers)
The structure of infinitely divisible distributions on a bicompact Abelian group
V. M. Zolotareva, V. M. Kruglovb a V. A. Steklov Mathematical Institute, USSR Academy of Sciences
b M. V. Lomonosov Moscow State University
Abstract:
Any probability distribution can be written in the form
$$
F=\alpha_1F_1+\alpha_2F_2+\alpha_3F_3,\quad\alpha_j\ge0,\quad\alpha_1+\alpha_2+\alpha_3=1,
$$
where $F_1$ is an absolutely continuous, $F_2$ a singular and $F_3$ a discrete probability distribution.
We consider the following problem: what properties of the spectral measure of an infinitely divisible distribution $F$ involve $\alpha_j>0$ ($j=1,2,3$)?
Received: 18.08.1971 Revised: 27.05.1975
Citation:
V. M. Zolotarev, V. M. Kruglov, “The structure of infinitely divisible distributions on a bicompact Abelian group”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 712–724; Theory Probab. Appl., 20:4 (1976), 698–709
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