On the equation μt+s=μs*Tsμt

被引：18

作者：

Schmuland, B ^{[1
]}

Sun, W ^{[1
]}

机构：

[1] Univ Alberta, Dept Math Sci, Edmonton, AB T6G 2G1, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 52卷 / 02期

关键词：

(T-t)-convolution semigroup; infinitely divisible; Mehler formula;

D O I：

10.1016/S0167-7152(00)00235-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove that any solution of the equation mu (t+s) = mu (s) * T(s)mu (t) consists of infinitely divisible measures, and that there are constants (b(t))(t greater than or equal too) so that t bar right arrow mu (t) * delta (-bt) is continuous. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：183 / 188

页数：6

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