Abstract:
Any probability distribution can be written in the form
F=α1F1+α2F2+α3F3,αj⩾0,α1+α2+α3=1,
where F1 is an absolutely continuous, F2 a singular and F3 a discrete probability distribution.
We consider the following problem: what properties of the spectral measure of an infinitely divisible distribution F involve αj>0 (j=1,2,3)?
Citation:
V. M. Zolotarev, V. M. Kruglov, “The structure of infinitely divisible distributions on a bicompact Abelian group”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 712–724; Theory Probab. Appl., 20:4 (1976), 698–709