A new characterization of Laplace functionals and probability generating functionals (Q2638646)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new characterization of Laplace functionals and probability generating functionals |
scientific article |
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A new characterization of Laplace functionals and probability generating functionals (English)
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1991
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The well-known and widely used Laplace resp. probability generating functionals are characterized by properties of positive definiteness and continuity. The methods applied come from Harmonic Analysis on semigroups, and allow also intrinsic characterizations for the transforms of infinitely divisible random measures and point processes.
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probability generating functionals
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properties of positive definiteness and continuity
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infinitely divisible random measures and point processes
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