Absolute continuity of operator-self-decomposable distributions on \(R^ n\)
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Publication:1056127
DOI10.1016/0047-259X(83)90040-4zbMath0522.60012MaRDI QIDQ1056127
Publication date: 1983
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
invariant subspaceinfinitely divisible distributionLevy measureOL distributionabsolute continuity of operator-self-decomposable distributions
Related Items (12)
Completely operator-selfdecomposable distributions and operator-stable distributions ⋮ Distinguishing smooth functions by a finite number of point values, and a version of the Takens embedding theorem ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Likelihood theory for the graph Ornstein-Uhlenbeck process ⋮ On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes ⋮ Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes ⋮ Parametrising the attractor of the two-dimensional Navier-Stokes equations with a finite number of nodal values ⋮ Parametrising the attractor of the two-dimensional Navier-Stokes equations with a finite number of nodal values ⋮ Parameter estimation of selfsimilarity exponents ⋮ Self-similar processes with independent increments ⋮ Continuity properties of distributions with some decomposability
Cites Work
- Class L of multivariate distributions and its subclasses
- A characterization of Levy probability distribution functions on Euclidean spaces
- Operator-stable laws
- Absolute continuity of multivariate distributions of class L
- Structure of a class of operator-selfdecomposable probability measures
- On distribution functions of class L
- Lévy's probability measures on Euclidean spaces
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