A Cramér–Wold device for infinite divisibility of Zd-valued distributions
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
We show that a Cramér–Wold device holds for infinite divisibility of Zd-valued distributions, i.e. that the distribution of a Zd-valued random vector X is infinitely divisible if and only if the distribution of aT X is infinitely divisible for all a ∈ Rd, and that this in turn is equivalent to infinite divisibility of the distribution of aT X for all a ∈ Nd0 . A key tool for proving this is a Lévy–Khintchine type representation with a signed Lévy measure for thed.
Details
Originalsprache | Englisch |
---|---|
Seiten (von - bis) | 1276-1283 |
Seitenumfang | 8 |
Fachzeitschrift | Bernoulli |
Jahrgang | 28 |
Ausgabenummer | 2 |
Publikationsstatus | Veröffentlicht - Mai 2022 |
Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Cramér–Wold device, Infinitely divisible distribution, Quasi-infinitely divisible distribution, Signed Lévy measure