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.