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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 4, Pages 712–724 (Mi tvp3336)

This article is cited in 8 papers

The structure of infinitely divisible distributions on a bicompact Abelian group

V. M. Zolotareva, V. M. Kruglovb

a V. A. Steklov Mathematical Institute, USSR Academy of Sciences
b M. V. Lomonosov Moscow State University

Abstract: Any probability distribution can be written in the form
$$ F=\alpha_1F_1+\alpha_2F_2+\alpha_3F_3,\quad\alpha_j\ge0,\quad\alpha_1+\alpha_2+\alpha_3=1, $$
where $F_1$ is an absolutely continuous, $F_2$ a singular and $F_3$ a discrete probability distribution.
We consider the following problem: what properties of the spectral measure of an infinitely divisible distribution $F$ involve $\alpha_j>0$ ($j=1,2,3$)?

Received: 18.08.1971
Revised: 27.05.1975


 English version:
Theory of Probability and its Applications, 1976, 20:4, 698–709

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