Please use this identifier to cite or link to this item: http://cimat.repositorioinstitucional.mx/jspui/handle/1008/905
Representation of Infinitely Divisible Distributions on Cones
VICTOR MANUEL PEREZ ABREU CARRION
Acceso Abierto
Atribución-NoComercial-CompartirIgual
Procesos de Levy
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.
Springer Verlag
2007
Artículo
Inglés
Investigadores
OTRAS
Versión publicada
publishedVersion - Versión publicada
Appears in Collections:Probababilidad Y Estadística

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