A Theorem in the Theory of Infinitely Divisible Laws
Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 4, pp. 485-489
Citer cet article
Voir la notice de l'article provenant de la source Math-Net.Ru
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.