This article is cited in 4 papers

Short Communications

Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments

M. Yamazato

Nagoya Institute of Technology, Nagoya, Japan

Abstract: The paper gives necessary and sufficient conditions for absolute continuity of a certain class of infinitely divisible distributions in finitedimensional space. As consequences of this results in case of plane the necessary and sufficient conditions are obtained.

Keywords: multidimensional distribution, infinitely divisible distribution, Levy–Khinchin representation, homogeneous process, absolute continuity.

Received: 20.09.1993

Language: English

 English version: Theory of Probability and its Applications, 1994, 39:2, 347–354

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