Densities for infinitely divisible random processes

Vera Darlene Briggs

Journal of Multivariate Analysis, 1975, vol. 5, issue 2, 178-205

Abstract: Let {[xi]j(t), t [set membership, variant] [0, T]} J = 1, 2 be infinitely divisible processes with distinct Poisson components and no Gaussian components. Let X be the set of all real-valued functions on [0, T] which are not identically zero, and be the [sigma]-ring generated by the cylinder sets of [xi]j(t), J = 1, 2. Let [mu]j be the measure on induced by [xi]j(t). Necessary and sufficient conditions on the projective limits of the Lévy-Khinchine spectral measures of the processes are found to make [mu]2

Keywords: Stochastic; processes; infinitely; divisible (search for similar items in EconPapers)
Date: 1975
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