Timeline for If $\mu$ is an infinitely divisible probability measure on $[0,\infty)$, then the Lévy measure of $\mu$ is the vague limit of $n\mu^{*1/n}$
Current License: CC BY-SA 4.0
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| Oct 31, 2020 at 23:35 | comment | added | Mateusz Kwaśnicki | Some minor comments: 1. The integrand $x^2$ is missing under the integral in (c). 2. No need to invoke martingales, Kolmogorov's three-series theorem is enough. 3. Formula (j) in fact defines $\mu^{*s}$ for an arbitrary real $s > 0$ if $1/n$ is replaced by $s$. | |
| Oct 31, 2020 at 16:12 | history | edited | 0xbadf00d | CC BY-SA 4.0 |
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| Oct 31, 2020 at 11:18 | history | edited | 0xbadf00d | CC BY-SA 4.0 |
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| Oct 31, 2020 at 11:13 | history | answered | 0xbadf00d | CC BY-SA 4.0 |