Representation of Infinitely Divisible Distributions on Cones

被引：0

作者：

Victor Pérez-Abreu

Jan Rosiński

机构：

[1] Centro de Investigación en Matemáticas A. C.,Department of Mathematics

[2] University of Tennessee,undefined

来源：

Journal of Theoretical Probability | 2007年 / 20卷

关键词：

Infinitely divisible distributions on cones; Regular cones; Lévy–Khintchine representation; Multidimensional subordination;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We investigate infinitely divisible distributions on cones in Fréchet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Lévy–Khintchine representation if and only if the cone is regular. These results are relevant to the study of multidimensional subordination.

引用

页码：535 / 544

页数：9

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