Summary
The problem of characterizing the infinitely divisible characteristic functions which have only infinitely divisible factors is considered. Under the assumption that both the absolutely continuous and the singular (or the discrete) components exist in Poisson spectral measures, several necessary conditions for this problem are obtained. These conditions admit partial converses and new examples of infinitely divisible characteristic functions which have only infinitely divisible factors are given.
Similar content being viewed by others
References
Cuppens, R. (1969). On the decomposition of infinitely divisible characteristic functions with continuous Poisson spectrum II,Pacific J. Math.,29, 521–525.
Gelfand, I., Raikov, D. and Shilov, G. (1964).Commutative Normed Rings (English transl.), Chelsea Publishing Co., Bronx, N. Y.
Linnik, Yu, V. and Ostrovskii, I. V. (1972).Decomposition of Random Variables and Vectors (in Russian), Nauk, Moscow.
Lukacs, E. (1970)Characteristic Functions (second edition), Griffin, London.
Mase, S. (1975). Decomposition of infinitely divisible characteristic functions with absolutely continuous Poisson spectral measures,Ann. Inst. Statist. Math.,27, 289–298.
Shimizu, R. (1964) On the decomposition of infinitely divisible characteristic functions with a continuous Poisson spectrum,Ann. Inst. Statist. Math.,16, 387–407.
Author information
Authors and Affiliations
About this article
Cite this article
Mase, S. Decomposition of infinitely divisible characteristic functions without Gaussian component. Ann Inst Stat Math 29, 275–286 (1977). https://doi.org/10.1007/BF02532789
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02532789