Representation of infinitely divisible distributions on cones

被引：6
|
作者：
Perez-Abreu, Victor
Rosinski, Jan
机构：
[1] Ctr Invest & Matemat AC, Guanajuato 36000, Mexico
[2] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2007年 / 20卷 / 03期
基金：
美国国家科学基金会;
关键词：
infinitely divisible distributions on cones; regular cones; Levy-Khintchine representation; multidimensional subordination;
D O I：
10.1007/s10959-007-0076-z
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We investigate infinitely divisible distributions on cones in Frechet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Levy-Khintchine representation if and only if the cone is regular. These results are relevant to the study of multidimensional subordination.
引用
收藏
页码：535 / 544
页数：10
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