Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


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

This article is cited in 10 scientific papers (total in 10 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}
Linking options:
  • https://www.mathnet.ru/eng/tvp4957
  • https://www.mathnet.ru/eng/tvp/v2/i1/p34
  • This publication is cited in the following 10 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
    Statistics & downloads:
    Abstract page:227
    Full-text PDF :117
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024