The supports of infinitely divisible distribution functions
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- by Howard G. Tucker PDF
- Proc. Amer. Math. Soc. 49 (1975), 436-440 Request permission
Abstract:
An infinitely divisible probability measure over the real line whose associated Lévy spectral measure gives nonzero mass to every deleted neighborhood of the origin is shown to have as its support an interval of the form $( - \infty ,a],[a,\infty )$ or $( - \infty ,\infty )$.References
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- William N. Hudson and Howard G. Tucker, Equivalence of infinitely divisible distributions, Ann. Probability 3 (1975), 70–79. MR 372944, DOI 10.1214/aop/1176996449
- Howard G. Tucker, Best one-sided bounds for infinitely divisible random variables, Sankhyā Ser. A 23 (1961), 387–396. MR 140136
Additional Information
- © Copyright 1975 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 49 (1975), 436-440
- MSC: Primary 60E05
- DOI: https://doi.org/10.1090/S0002-9939-1975-0365658-X
- MathSciNet review: 0365658