On infinitely divisible distributions with polynomially decaying characteristic functions

We provide necessary and sufficient conditions on the characteristics of an infinitely divisible distribution under which its characteristic function φ decays polynomially. Under a mild regularity condition this polynomial decay is equivalent to 1/φ being a Fourier multiplier on Besov spaces.

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Year of publication:	2014
Authors:	Trabs, Mathias
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 94.2014, C, p. 56-62
Publisher:	Elsevier
Subject:	Deconvolution operator \| Fourier multiplier theorem \| Lévy process \| Regular density \| Self-decomposable distribution

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

Persistent link: https://www.econbiz.de/10011039933