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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 1, Pages 118–122 (Mi tvp348)  

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
Full-text PDF (371 kB) Citations (8)
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
English version:
Theory of Probability and its Applications, 1964, Volume 9, Issue 1, Pages 108–111
DOI: https://doi.org/10.1137/1109012
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{ParSaz64}
\by K.~R.~Parthasarathy, V.~V.~Sazonov
\paper On the Representation of Infinitely Divisible Distributions on Locally Compact Abelian Groups
\jour Teor. Veroyatnost. i Primenen.
\yr 1964
\vol 9
\issue 1
\pages 118--122
\mathnet{http://mi.mathnet.ru/tvp348}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=161359}
\zmath{https://zbmath.org/?q=an:0173.45804}
\transl
\jour Theory Probab. Appl.
\yr 1964
\vol 9
\issue 1
\pages 108--111
\crossref{https://doi.org/10.1137/1109012}
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  • https://www.mathnet.ru/eng/tvp/v9/i1/p118
  • This publication is cited in the following 8 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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