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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1999 Volume 44, Issue 1, Pages 148–151 (Mi tvp612)

Short Communications

The class $I_0$ for random increasing upper semicontinuous functions

D. Neuenschwander

Université de Lausanne, Ecole des Hautes Etudes Commerciales, Institut de Sciences Actuarielles, Suisse

Abstract: Let $C$ be the convex cone $USC_*([0,1],\mathbf{R}_+)$ of increasing upper semicontinuous functions $g\colon[0,1]\to\mathbf{R}_+$. It is shown that the class $I_0(C)$ of distributions on $C$ without indecomposable factor is strictly included in the class of infinitely divisible distributions on $C$.

Keywords: probability measures without indecomposable factor, upper semicontinuous function, infinitely divisible distributions.

Received: 17.02.1998

Language: English

DOI: 10.4213/tvp612


 English version:
Theory of Probability and its Applications, 2000, 44:1, 106–109

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