Absolute continuity of some semi-selfdecomposable distributions and self-similar measures |
| |
Authors: | Toshiro Watanabe |
| |
Affiliation: | (1) Center for Mathematical Sciences, The University of Aizu, Aizu-Wakamatsu, Fukushima 965-8580, Japan. e-mail: t-watanb@u-aizu.ac.jp, JP |
| |
Abstract: | P.S. numbers are introduced in relation to absolute continuity of some infinite Bernoulli convolutions. Absolute continuity and continuous singularity of some semi-selfdecomposable distributions are studied as marginal distributions of subordinators. It is shown that these properties are widely different according as their spans are P.V. numbers or the reciprocals of P.S. numbers. A simple example of a subordinator whose distribution is continuous singular for small time and absolutely continuous for large time is given. Absolute continuity of convolutions of multidimensional homogeneous self-similar measures are also discussed. Received: 27 December 1998 / Revised version: 20 August 1999 / Published online: 31 May 2000 |
| |
Keywords: | Mathematics Subject Classification (1991): 60E07 60J30 28A80 |
本文献已被 SpringerLink 等数据库收录! |