Decomposition of multivariate infinitely divisible characteristic functions with absolutely continuous Poisson spectral measures
We shall consider the decomposition problem of multivariate infinitely divisible characteristic functions which have no Gaussian component and have absolutely continuous Poisson spectral measures. Under the condition that A = {x;f(x) > 0} is open, where f is the density of spectral measure, we shall show that a known sufficient condition for the membership of the class I0m (i.e., infinitely divisible characteristic functions having only infinitely divisible factors) is also necessary.
Year of publication: |
1975
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Authors: | Mase, Shigeru |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 4, p. 415-424
|
Publisher: |
Elsevier |
Keywords: | Decomposition multivariate laws infinitely divisible absolutely continuous Poisson spectral measure indecompossable factor |
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