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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2014 Volume 431, Pages 145–177 (Mi znsl6100)

Nonprobabilistic infinitely divisible distributions: the Lévy–Khinchin representation, limit theorems

M. V. Platonova

St. Petersburg State University, Faculty of Physics, St. Petersburg, Russia

Abstract: We study properties of generalized infinitely divisible distributions with the Lévy measure $\Lambda(dx)=\frac{g(x)}{x^{1+\alpha}}\,dx$, $\alpha\in(2,4)\cup(4,6)$. Such measures are signed ones and hence they are not probability measures. We show that in some sence these signed measures are limit measures for sums of independent random variables.

Key words and phrases: infinitely divisible distributions, pseudo-processes.

UDC: 519.2

Received: 20.10.2014


 English version:
Journal of Mathematical Sciences (New York), 2016, 214:4, 517–539

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