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Note on the continuation of infinitely divisible distributions and canonical measures. (English) Zbl 0932.60016

Summary: We consider the question, to what extent an infinitely divisible distribution function on \(\mathbb{R}_+\) 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 H.-J. Rossberg, B. Jesiak and G. Siegel [“Analytic methods of probability theory” (1985; Zbl 0583.60013)]. 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.

MSC:

60E07 Infinitely divisible distributions; stable distributions

Citations:

Zbl 0583.60013
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References:

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