A white noise approach to infinitely divisible distributions on Gel'fand triple |
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Authors: | Caishi Wang Mingshuang Qu Jinshu Chen |
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Affiliation: | School of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu 730070, PR China |
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Abstract: | ![]() In this note, we apply white noise analysis to infinitely divisible distributions on a real Gel'fand triple E⊂H⊂E∗. We first introduce an index, called Hida index, for a measure on E⊂H⊂E∗. 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 E⊂H⊂E∗ and that of its Lévy measure. Finally we prove that the Hida index of the standard compound Poisson distribution on E⊂H⊂E∗ is exactly 1. |
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Keywords: | Infinitely divisible distribution Gel'fand triple White noise analysis |
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