A Cramér–Wold device for infinite divisibility of Zd-valued distributions
Research output: Contribution to journal › Research article › Contributed › peer-review
Contributors
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
Original language | English |
---|---|
Pages (from-to) | 1276-1283 |
Number of pages | 8 |
Journal | Bernoulli |
Volume | 28 |
Issue number | 2 |
Publication status | Published - May 2022 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Cramér–Wold device, Infinitely divisible distribution, Quasi-infinitely divisible distribution, Signed Lévy measure