English

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 η(r)=xrx2ν(dx)\eta(r)=\int_{|x|\le r} x^2 \nu(dx) where ν\nu is the L\'evy measure, then 01rη(r)dr<\int_0^1 \frac{r}{\eta(r)}dr <\infty 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}
}
R2 v1 2026-06-22T14:32:06.263Z