Independent sets and factorization of probability laws

Let f be an infinitely divisible characteristic function without normal factor. We establish some sufficient conditions for f to belong to the class of characteristic functions without indecomposable factor. These conditions concern the support of the measure appearing in the Lévy-Khintchine representation of f.

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Year of publication:	1972
Authors:	Cuppens, Roger
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 2.1972, 3, p. 239-248
Publisher:	Elsevier
Keywords:	infinitely divisible characteristic functions indecomposable factor Poisson measures

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

Persistent link: https://www.econbiz.de/10005221611