A Cramér–Wold device for infinite divisibility of Zd-valued distributions-Reference-Cited by-同舟云学术

A Cramér–Wold device for infinite divisibility of Zd-valued distributions

Published:2022-05-01 Issue:2 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Berger David¹,Lindner Alexander²

Affiliation:

1. Institut für Mathematische Stochastik, Technische Universität Dresden, D-01062 Dresden, Germany

2. Institute of Mathematical Finance, Ulm University, D-89081 Ulm, Germany

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference21 articles.

1. Samorodnitsky, G. and Taqqu, M.S. (1994). Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance. Stochastic Modeling. New York: CRC Press.

2. Alexeev, I.A. and Khartov, A.A. (2021). Spectral representations of characteristic functions of discrete probability laws. Preprint. Available at arXiv:2101.06038.

3. Basrak, B., Davis, R.A. and Mikosch, T. (2002). A characterization of multivariate regular variation. Ann. Appl. Probab. 12 908–920.

4. Berger, D. (2019). On quasi-infinitely divisible distributions with a point mass. Math. Nachr. 292 1674–1684.

5. Calderón, A., Spitzer, F. and Widom, H. (1959). Inversion of Toeplitz matrices. Illinois J. Math. 3 490–498.

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