On [alpha]-factors of multivariate infinitely divisible probabilities

Let p be an infinitely divisible n-variate probability having [mu] for Poisson measure. We give here some sufficient conditions for p to belong to the class of n-variate probabilities having only infinitely divisible [alpha]-factors. These results are interesting since they are concerned with the case when [mu] is a continuous measure.

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Year of publication:	1976
Authors:	Cuppens, Roger
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 3, p. 455-471
Publisher:	Elsevier
Keywords:	Infinitely divisible characteristic functions Poisson measure [alpha]-factors

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

Persistent link: https://www.econbiz.de/10005221342