I. V. Ostrovskii's work on arithmetic of probability laws (Q6642739)
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scientific article; zbMATH DE number 7948860
| Language | Label | Description | Also known as |
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| English | I. V. Ostrovskii's work on arithmetic of probability laws |
scientific article; zbMATH DE number 7948860 |
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I. V. Ostrovskii's work on arithmetic of probability laws (English)
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25 November 2024
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In the setting of the semigroup of probability measures on the real line with the operation of convolution, denoted by \(*\), this paper surveys the background and contributions of the work of I.~V.~Ostrovskii. Of particular interest is the class \(I_0\) of probability measures which do not have indecomposable components, where a measure \(P\) is called indecomposable if, when writing \(P=P_1*P_2\), it follows that either \(P_1\) or \(P_2\) is a degenerate (i.e., a point mass). This class \(I_0\) is known to be strictly smaller than the set of infinitely divisible distributions. Many results on the structure of \(I_0\) are discussed, including the construction of two classes of distributions from \(I_0\) and its relationship with a class of infinitely divisible distributions with discrete spectral Lévy measure studied by Linnik. Decompositions of multidimensional probability distributions are also considered, as are related results on growth and other properties of characteristic functions.
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probability law
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characteristic function
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infinitely divisible law
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class \(I_0\)
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arithmetic of probability laws
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