English

Weak L\'evy-Khintchine representation for weak infinite divisibility

Probability 2014-07-16 v1

Abstract

A random vector X{\bf X} is weakly stable iff for all a,bRa,b \in \mathbb{R} there exists a random variable Θ\Theta such that aX+bX=dXΘa{\bf X} + b {\bf X}' \stackrel{d}{=} {\bf X} \Theta, where XX' is an independent copy of XX and Θ\Theta is independent of XX. This is equivalent (see [12]) with the condition that for all random variables Q1,Q2Q_1, Q_2 there exists a random variable Θ\Theta such that XQ1+XQ2=dXΘ,() {\bf X} Q_1 + {\bf X}' Q_2 \stackrel{d}{=} {\bf X} \Theta, \quad \quad \quad \quad \quad (\ast) where X,X,Q1,Q2,Θ{\bf X}, {\bf X}', Q_1, Q_2, \Theta are independent. In this paper we define weak generalized convolution of measures defined by the formula L(Q1)μL(Q2)=L(Θ), {\mathcal L}(Q_1) \otimes_{\mu} {\mathcal L}(Q_2) = {\mathcal L}(\Theta), if the equation ()(\ast) holds for X,Q1,Q2,Θ{\bf X}, Q_1, Q_2, \Theta and μ=L(X)\mu = {\mathcal L}(X). We study here basic properties of this convolution and basic properties of distributions which are infinitely divisible in the sense of this convolution. The main result of this paper is the analog of the L\'evy-Khintchine representation theorem for μ\otimes_{\mu}-infinitely divisible distributions.

Keywords

Cite

@article{arxiv.1407.4097,
  title  = {Weak L\'evy-Khintchine representation for weak infinite divisibility},
  author = {B. H. Jasiulis-Gołdyn and J. K. Misiewicz},
  journal= {arXiv preprint arXiv:1407.4097},
  year   = {2014}
}
R2 v1 2026-06-22T05:04:47.297Z