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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 2, Pages 422–429
(Mi tvp3811)
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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments
M. Yamazato Nagoya Institute of Technology, Nagoya, Japan
Abstract:
The paper gives necessary and sufficient conditions for absolute continuity of a certain class of infinitely divisible distributions in finitedimensional space. As consequences of this results in case of plane the necessary and sufficient conditions are obtained.
Keywords:
multidimensional distribution, infinitely divisible distribution, Levy–Khinchin representation, homogeneous process, absolute continuity.
Received: 20.09.1993
Citation:
M. Yamazato, “Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments”, Teor. Veroyatnost. i Primenen., 39:2 (1994), 422–429; Theory Probab. Appl., 39:2 (1994), 347–354
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Abstract page: | 177 | Full-text PDF : | 54 | First page: | 10 |
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