Uniqueness theorems for the components of a convolution given on a half line
Authors:
H.J. Rossberg a;
Chu Duc a
| Affiliation: | a Sektion Mathematik, Karl-Marx-Universit t, Leipzig |
DOI:
10.1080/02331888008801546
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
We consider r.v. x1,x2,Ybeing independent fboth of F1,F2,FFY. We assume that
. It is well known that under such circumstances F1and F2do not necessarily coincide, even if τ=∞ But with appropriate additional assumptions we obtain at least F(x) = F2(x)j x≤τ or even F1=F2. Assumptions on FYare either lext (FY)=0 or lext (FY) =-∞. In the latter case the desired result F1‵F2follows if .
This way new light is shed on the“Khesttchine phenomenon”, see [5]. The recent continuation theory of d.f. plays a considerable role, but, nioreover, the theory of Phbagm n-lindel f is applied to a large extent.
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Keywords:
Characterization theory;
Theory of PHRAGMEN-LINDEL F;
KHINTCHIN phenomenon;
Arithmetics of characteristic functions;
Continuation theory for distribution functions
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t, Leipzig

n-lindel
f is applied to a large extent.
F;
KHINTCHIN
phenomenon;
Arithmetics of characteristic functions;
Continuation theory for distribution functions
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