Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\)

DOI10.1016/0047-259X(92)90066-OzbMath0753.60007MaRDI QIDQ1191998

Bertram M. Schreiber, Zbigniew J. Jurek

Publication date: 27 September 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

convolution productIsing modelSkorokhod spacecompound Poisson distributionsinfinitely divisible probability distributionsself-decomposable measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

Related Items (6)

\(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes ⋮ A note on a bivariate gamma distribution ⋮ The random integral representation conjecture: a quarter of a century later ⋮ Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions ⋮ A random integral calculus on generalized \(s\)-selfdecomposable probability measures ⋮ Classes of Infinitely Divisible Distributions and Examples

Cites Work

• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Infinitely divisible distribution functions of class L and the Lee-Yang theorem
• Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
• Class L of multivariate distributions and its subclasses
• Representation of certain infinitely divisible probability measures on Banach spaces
• Characterization of subclasses of class L probability distributions
• A characterization of the class ℒ of probability distributions
• Random integral representations for classes of limit distributions similar to Lévy class L₀, II
• Some classes of limit laws containing the stable distributions
• An integral representation for selfdecomposable banach space valued random variables
• Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach
• Infinitely divisible distributions similar to class L distributions
• Self-decomposable probability measures on Banach spaces
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