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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1994 Volume 39, Issue 4, Pages 856–863 (Mi tvp3863)

Short Communications

Integral transforms with infinitely divisible kernels

M. Finkelstein, S. Scheiberg, H. G. Tuckera

a University of California, Irvine, California, USA

Abstract: Given $r$ characteristic functions $f_1 (u), \ldots ,f_r (u)$, none of which is identically equal to one, it is shown that the integral transform
$$ \int_0^\infty \cdots \int_0^\infty {\left( {\prod\limits_{j = 1}^r {fj(u_j )^{s_j } } } \right)\,dF(s_1 , \ldots ,s_r )} $$
of the joint distribution function $F$ of $r$ non-negative random variables can be defined over a nonempty domain of natural numbers and it uniquely determines $F$. This result is used to obtain the converse of a multivariate version of a transfer theorem due to Gnedenko and Fahim, thus extending a result of Szasz and Frajeris in the univariate case. An application is also made to Lévy processes.

Keywords: intergral transform, infinitely divisible, vector of random sums, the Lévy process.

Received: 29.10.1991

Language: English


 English version:
Theory of Probability and its Applications, 1994, 39:4, 670–676

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© Steklov Math. Inst. of RAS, 2025