Infinitely divisible measures with independent marginals |
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Authors: | Jerry Alan Veeh |
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Institution: | (1) Mathematics Dept., Auburn University, 218 Parker Hall, 36849 Auburn, Alabama, USA |
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Abstract: | Summary Necessary and sufficient conditions are found for a system of marginals of an infinitely divisible measure to be independent. The conditions are stated in terms of the Lévy spectral data of the measure. This result is then applied to the case of independent marginals of operator stable measures. |
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