Weak L\'evy-Khintchine representation for weak infinite divisibility
Probability
2014-07-16 v1
Abstract
A random vector is weakly stable iff for all there exists a random variable such that , where is an independent copy of and is independent of . This is equivalent (see [12]) with the condition that for all random variables there exists a random variable such that where are independent. In this paper we define weak generalized convolution of measures defined by the formula if the equation holds for and . 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 -infinitely divisible distributions.
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}
}