Decomposition of multivariate infinitely divisible characteristic functions with absolutely continuous Poisson spectral measures

Shigeru Mase

Journal of Multivariate Analysis, 1975, vol. 5, issue 4, 415-424

Abstract: We shall consider the decomposition problem of multivariate infinitely divisible characteristic functions which have no Gaussian component and have absolutely continuous Poisson spectral measures. Under the condition that A = {x;f(x) > 0} is open, where f is the density of spectral measure, we shall show that a known sufficient condition for the membership of the class I0m (i.e., infinitely divisible characteristic functions having only infinitely divisible factors) is also necessary.

Keywords: Decomposition; multivariate; laws; infinitely; divisible; absolutely; continuous; Poisson; spectral; measure; indecompossable; factor (search for similar items in EconPapers)
Date: 1975
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