On infinitely divisible distributions with polynomially decaying characteristic functions
classification
🧮 math.PR
math.FAmath.STstat.TH
keywords
characteristicdivisibleinfinitelypolynomiallyunderbesovcharacteristicscondition
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.