A New Decomposition of Infinitely Divisible Distributions
Shanbhag, D. N. ; Gani, J.
Ann. Probab., Tome 3 (1975) no. 6, p. 338-345 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
In this paper, it is shown that a random variable $Z$ having an infinitely divisible distribution with a finite left extremity can be decomposed in distribution as the sum of two random variables such that, given one, the other has an infinitely divisible distribution of prescribed type. Some extensions of this result when the left extremity is infinite are also given, and a new decomposition of a normal variable is exhibited.
Publié le : 1975-04-14
Classification:  Infinitely divisible distributions,  characteristic functions,  conditional probability distributions,  left extremity of distributions,  60E05 
@article{1176996404,
     author = {Shanbhag, D. N. and Gani, J.},
     title = {A New Decomposition of Infinitely Divisible Distributions},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 338-345},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996404}
}

Shanbhag, D. N.; Gani, J. A New Decomposition of Infinitely Divisible Distributions. Ann. Probab., Tome 3 (1975) no. 6, pp.  338-345. http://gdmltest.u-ga.fr/item/1176996404/