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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1956 Volume 1, Issue 4, Pages 485–489 (Mi tvp5016)

Short Communications

A Theorem in the Theory of Infinitely Divisible Laws

I. A. Ibragimov

Leningrad

Abstract: Let $\mathfrak{F}$ be a class of infinitely divisible distribution functions $F$ for which, if $F\in\mathfrak{F}$ and $F*H=Q$, where $Q(x)$ is an infinitely divisible distribution function, it follows that $H$ is also an infinitely divisible distribution function. The following theorem is proved:
Class $\mathfrak{F}$ is identical to the set of all normal distributions.

Received: 09.06.1956


 English version:
Theory of Probability and its Applications, 1956, 1:4, 440–444


© Steklov Math. Inst. of RAS, 2025