On infinitely divisible distributions with polynomially decaying characteristic functions
Probability
2014-07-10 v2 Functional Analysis
Statistics Theory
Statistics Theory
Abstract
We provide necessary and sufficient conditions on the characteristics of an infinitely divisible distribution under which its characteristic function decays polynomially. Under a mild regularity condition this polynomial decay is equivalent to being a Fourier multiplier on Besov spaces.
Cite
@article{arxiv.1405.3524,
title = {On infinitely divisible distributions with polynomially decaying characteristic functions},
author = {Mathias Trabs},
journal= {arXiv preprint arXiv:1405.3524},
year = {2014}
}
Comments
To appear in Statistics and Probability Letters