Absolute continuity of operator-self-decomposable distributions on Rd

It is shown that every genuinely d-dimensional operator-self-decomposable distribution is absolutely continuous.

Year of publication:	1983
Authors:	Yamazato, Makoto
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 4, p. 550-560
Publisher:	Elsevier
Keywords:	Infinitely divisible distribution operator-self-decomposable distribution OL distribution Lévy measure invariant subspace absolute continuity

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

Persistent link: https://www.econbiz.de/10005006483