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Teoriya Veroyatnostei i ee Primeneniya, 1957, Volume 2, Issue 1, Pages 34–59 (Mi tvp4957)  

This article is cited in 8 scientific papers (total in 8 papers)

On the Decomposition of the Convolution of Gaussian and Poissonian Laws

Yu. V. Linnik

Leningrad
Abstract: The paper contains a detailed proof for the following theorem: the convolution of a Gaussian and a Poissonian law can be decomposed only into similar convolutions. More precisely, let $X=X_1+X_2$, where $X_1$ is a Gaussian component and $X_2$ a Poissonian component independent of $X_1$. If there is some other decomposition: $X=Y_1+Y_2,Y_1$ being independent of $Y_2$, then
$$Y_1=Y_{11}+Y_{12},\\Y_2=Y_{21}+Y_{22}.$$
where $Y_{11},Y_{21}$ are Gaussian and $Y_{12},Y_{22}$ Poissonian, all mutually independent, and
$$\mathbf D\left(Y_{11}\right)+\mathbf D\left(Y_{21}\right)=\mathbf D\left(X_1\right),\\\mathbf D\left(Y_{12}\right)+\mathbf D\left(Y_{22}\right)=\mathbf D\left(X_2\right).\\$$
Thus, H. Cramer's theorem on decomposing the normal law, and D. A. Raykov's theorem on decomposing the Poissonian law are special cases of this theorem.
Received: 19.11.1956
English version:
Theory of Probability and its Applications, 1957, Volume 2, Issue 1, Pages 31–57
DOI: https://doi.org/10.1137/1102002
Document Type: Article
Language: Russian
Citation: Yu. V. Linnik, “On the Decomposition of the Convolution of Gaussian and Poissonian Laws”, Teor. Veroyatnost. i Primenen., 2:1 (1957), 34–59; Theory Probab. Appl., 2:1 (1957), 31–57
Citation in format AMSBIB
\Bibitem{Lin57}
\by Yu.~V.~Linnik
\paper On the Decomposition of the Convolution of Gaussian and Poissonian Laws
\jour Teor. Veroyatnost. i Primenen.
\yr 1957
\vol 2
\issue 1
\pages 34--59
\mathnet{http://mi.mathnet.ru/tvp4957}
\transl
\jour Theory Probab. Appl.
\yr 1957
\vol 2
\issue 1
\pages 31--57
\crossref{https://doi.org/10.1137/1102002}
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  • 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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