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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 1, Pages 118–122
(Mi tvp348)
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This article is cited in 8 scientific papers (total in 8 papers)
Short Communications
On the Representation of Infinitely Divisible Distributions on Locally Compact Abelian Groups
K. R. Parthasarathya, V. V. Sazonovb a Calkutta
b Moscow
Abstract:
Let $X$ be a locally compact abelian separable metric group and $Y$ the group of characters on $X$ be a locally compact abelian separable metric group and $Y$. For any $x\in X$, $y\in Y$ let $(x,y)$ be the value of the character $y$ at $x$. It is shown that the characteristic function $\tilde\mu$ of any infinitely divisible distribution $\mu$ on $X$ has the form
$$
\tilde\mu(y)=\left( {x_0,y}\right)\tilde\lambda (y)\exp\left\{{\int {[(x,y)-1-ig(x,y)]dF(x)-\Phi(y)}}\right\},
$$
where $x_0$ is an element of $X$, $\tilde\lambda$ is the characteristic function of the normalised Haar measure $\lambda$ of a compact subgroup, $g$ is a special function on $X\times Y$ not depending on $\mu $, $F$ is a measure with finite mass outside every neighbourhood of the identity of $X$ which integrates $1-\operatorname{Re}(x,y)$ for each $y\in Y$, and $\Phi$ is a non-negative continuous function on $Y$ satisfying the identity
$$
\Phi \left( {y_1 + y_2 } \right) + \Phi \left( {y_1 - y_2 } \right) = 2\left[ {\Phi \left( {y_1 } \right) + \Phi \left( {y_2 } \right)} \right],\quad y_1 ,y_2 \in Y.
$$
This is an extension of an earlier result of K. R. Parthasarathy et al. [1].
Received: 21.03.1963
Citation:
K. R. Parthasarathy, V. V. Sazonov, “On the Representation of Infinitely Divisible Distributions on Locally Compact Abelian Groups”, Teor. Veroyatnost. i Primenen., 9:1 (1964), 118–122; Theory Probab. Appl., 9:1 (1964), 108–111
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https://www.mathnet.ru/eng/tvp348 https://www.mathnet.ru/eng/tvp/v9/i1/p118
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