Note On The Continuation Of Infinitely Divisible Distributions And Canonical Measures
Authors:
Ken-Iti Sato a;
Fred W. Steutel b
| Affiliations: | a Nagoya University, |
| b Eindhoven University of Technology, |
DOI:
10.1080/02331889808802645
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
We consider the question, to what extent an infinitely divisible distribution function on
is determined by its values on an interval starting at zero, or by the values of its canonical measure on such an interval. These questions are considered in the book by Rossberg et al. (1985). Our results extend parts of their work. These results are applied to the continuation of constant multiples of infinitely divisible distribution functions and to the distribution of subordinators.
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