Accession Number:
AD0601871
Title:
SUPPORTS OF INFINITELY DIVISIBLE DISTRIBUTIONS.
Descriptive Note:
Technical rept. no. 3,
Corporate Author:
MICHIGAN STATE UNIV EAST LANSING
Personal Author(s):
Report Date:
1963-09-23
Pagination or Media Count:
8.0
Abstract:
There has been a considerable amount of recent interest in the problem of characterizing absolutely continuous infinitely divisible distributions by their Levy-Khintechine representation, and in the singular case, characterizing the dimension of the support. It is easy to give examples of infinitely divisible distributions of 0-dimensional support whose convolution is absolutely continuous. This work shows that the dimension of the marginals of a process of independ ent stationary increments can do anything consistent with dimension increasing on convolution and the marginals possibly becoming absolutely continuous. Author