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A white noise approach to infinitely divisible distributions on Gel'fand triple
Authors:Caishi Wang  Mingshuang Qu  Jinshu Chen
Affiliation:School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, PR China
Abstract:
In this note, we apply white noise analysis to infinitely divisible distributions on a real Gel'fand triple EHE. We first introduce an index, called Hida index, for a measure on EHE. And then, under some mild conditions, we obtain a general inequality which indicates a connection between the Hida index of an infinitely divisible distribution on EHE and that of its Lévy measure. Finally we prove that the Hida index of the standard compound Poisson distribution on EHE is exactly 1.
Keywords:Infinitely divisible distribution   Gel'fand triple   White noise analysis
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