SUPPORTS OF INFINITELY DIVISIBLE DISTRIBUTIONS.

Abstract

There has been a considerable amount of recent interest in the problem of characterizing absolutely continuous infinitely divisible distributions by their Levy-Khintechine representation, and in the singular case, characterizing the dimension of the support. It is easy to give examples of infinitely divisible distributions of 0-dimensional support whose convolution is absolutely continuous. This work shows that the dimension of the marginals of a process of independ ent stationary increments can do anything consistent with dimension increasing on convolution and the marginals possibly becoming absolutely continuous. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 23, 1963
Accession Number
AD0601871

Entities

People

  • Herman Rubin

Organizations

  • Michigan State University

Tags

DTIC Thesaurus Topics

  • Convolution

Readers

  • Approximation Theory.
  • Snow Cover Descriptors for Reptiles and Their Illustrations.
  • Systems Analysis and Design