A Theorem in the Theory of Infinitely Divisible Laws
Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 4, pp. 485-489
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Let $\mathfrak{F}$ be a class of infinitely divisible distribution functions $F$ for which, if $F\in\mathfrak{F}$ and $F*H=Q$, where $Q(x)$ is an infinitely divisible distribution function, it follows that $H$ is also an infinitely divisible distribution function. The following theorem is proved: Class $\mathfrak{F}$ is identical to the set of all normal distributions.
@article{TVP_1956_1_4_a6,
author = {I. A. Ibragimov},
title = {A {Theorem} in the {Theory} of {Infinitely} {Divisible} {Laws}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {485--489},
year = {1956},
volume = {1},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1956_1_4_a6/}
}
I. A. Ibragimov. A Theorem in the Theory of Infinitely Divisible Laws. Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 4, pp. 485-489. http://geodesic.mathdoc.fr/item/TVP_1956_1_4_a6/