A Sufficient Condition for Absolute Continuity of Infinitely Divisible Distributions
Probability
2016-06-24 v1
Abstract
We consider infinitely divisible distributions with symmetric L\'evy measure and study the absolute continuity of them with respect to the Lebesgue measure. We prove that if where is the L\'evy measure, then is a sufficient condition for absolute continuity. As far as we know, our result is not implied by existing results about absolute continuity of infinitely divisible distributions.
Keywords
Cite
@article{arxiv.1606.07106,
title = {A Sufficient Condition for Absolute Continuity of Infinitely Divisible Distributions},
author = {Kasra Alishahi and Erfan Salavati},
journal= {arXiv preprint arXiv:1606.07106},
year = {2016}
}