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arxiv: 1405.3524 · v2 · pith:ADH3DTB6new · submitted 2014-05-14 · 🧮 math.PR · math.FA· math.ST· stat.TH

On infinitely divisible distributions with polynomially decaying characteristic functions

classification 🧮 math.PR math.FAmath.STstat.TH
keywords characteristicdivisibleinfinitelypolynomiallyunderbesovcharacteristicscondition
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We provide necessary and sufficient conditions on the characteristics of an infinitely divisible distribution under which its characteristic function $\phi$ decays polynomially. Under a mild regularity condition this polynomial decay is equivalent to $1/\phi$ being a Fourier multiplier on Besov spaces.

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