Representation of Infinitely Divisible Distributions on Cones

Victor Pérez-Abreu () and Jan Rosiński ()
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Victor Pérez-Abreu: Centro de Investigación en Matemáticas A. C.
Jan Rosiński: University of Tennessee

Journal of Theoretical Probability, 2007, vol. 20, issue 3, 535-544

Abstract: Abstract We investigate infinitely divisible distributions on cones in Fréchet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Lévy–Khintchine representation if and only if the cone is regular. These results are relevant to the study of multidimensional subordination.

Keywords: Infinitely divisible distributions on cones; Regular cones; Lévy–Khintchine representation; Multidimensional subordination (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-007-0076-z

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