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Семинар Добрушинской математической лаборатории ИППИ РАН
9 апреля 2024 г. 16:00, г. Москва, комн. 307 ИППИ РАН (Большой Каретный пер., 19)
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О слабой сходимости квазибезгранично делимых
распределений
А. А. Хартов Институт проблем передачи информации им. А.А. Харкевича Российской академии наук, г. Москва
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Эта страница: | 60 |
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Аннотация:
We study a new class of so-called quasi-infinitely divisible laws
which is a wide natural extension of the well-known class of
infinitely divisible laws through the Levy–Khinchin representations.
We are interested in criteria of weak convergence within this class.
Under rather natural assumptions, we state assertions, which connect
a weak convergence of quasi-infinitely divisible distribution
functions with one special type of convergence of their Levy–Khinchin
spectral functions. The latter convergence is not equivalent to the
weak convergence. So we complement known results by Lindner, Pan, and
Sato (2018) in this field.
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