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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1977 Volume 22, Issue 2, Pages 393–399 (Mi tvp3226)

This article is cited in 14 papers

Short Communications

On determining an infinitely divisible distribution function by its values on a half-line

I. A. Ibragimov

Leningrad

Abstract: Theorem. {\it Let $F(x)$ be an infinitely divisible distribution function with characteristic function $f(t)$. Suppose $f$ is holomorphic in $\{\operatorname{Im} z>0\}$ ($\{\operatorname{Im} z<0\}$). If an infinitely divisible distribution function $G$ coincides with $F$ on a half-line $(-\infty,a)$ (on a half-line $(a,\infty)$) then either $F(x)$ equals zero (equals one) on the half-line or $F(x)=G(x)$ for all $x$.}
The theorem generalizes a result of H. Rossberg [1]. Examples are given which show that the analiticity condition is essential.

Received: 12.01.1976


 English version:
Theory of Probability and its Applications, 1978, 22:2, 384–390

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