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Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 3, Pages 510–518
(Mi tvp546)
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This article is cited in 6 scientific papers (total in 6 papers)
Short Communications
Об абсолютной непрерывности безгранично делимых распределений при сдвигах
A. V. Skorokhod Kiev
Abstract:
Random variables $\xi$ with values in a separable Hilbert space $H$ with infinitely divisible distributions are considered. Some sufficient conditions for the absolute continuity of the measure corresponding to $\xi+a$ ($a\in H$) with respect to the measure corresponding to $\xi$ are obtained.
Let now $H$ denote the real line and let the characteristic function of $\xi$ be
$$
\exp\biggl\{\int\biggl(e^{ixt}-1-\frac{ixt}{1+x^2}\biggr)\Pi(dx)\biggr\}.
$$
It is proved that in this case $\xi$ has a density when the condition $\int_{-1}^1|x|\Pi(dx)=\infty$ is satisfied.
Received: 14.01.1965
Citation:
A. V. Skorokhod, “Об абсолютной непрерывности безгранично делимых распределений при сдвигах”, Teor. Veroyatnost. i Primenen., 10:3 (1965), 510–518; Theory Probab. Appl., 10:3 (1965), 465–472
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