Absolute continuity of multivariate distributions of class L

It is shown that every genuinely d-dimensional distribution of class L on Rd is absolutely continuous. This extends the known fact in one dimension to all finite dimensions.

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Year of publication:	1982
Authors:	Sato, Ken-iti
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 12.1982, 1, p. 89-94
Publisher:	Elsevier
Keywords:	infinitely divisible distribution class L Lévy measure absolute continuity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006590