A Cramér–Wold device for infinite divisibility of Zd-valued distributions

Research output: Contribution to journalResearch articleContributedpeer-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 languageEnglish
Pages (from-to)1276-1283
Number of pages8
JournalBernoulli
Volume28
Issue number2
Publication statusPublished - May 2022
Peer-reviewedYes

Keywords

ASJC Scopus subject areas

Keywords

  • Cramér–Wold device, Infinitely divisible distribution, Quasi-infinitely divisible distribution, Signed Lévy measure

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