Timeline for Interpretation of the Lévy measure of an infinitely divisible random vector
Current License: CC BY-SA 4.0
6 events
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| Feb 12, 2023 at 16:17 | history | edited | PSE | CC BY-SA 4.0 |
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| Feb 12, 2023 at 16:15 | comment | added | PSE | Yes, it is an interpretation, but this interpretation tells me more about the constructed Lévy process and nothing about the random variable $X$. | |
| Feb 12, 2023 at 12:56 | comment | added | Iosif Pinelis | For any infinitely divisible random vector $X$, you can always have a Lévy process $(Y_t)_{t\ge0}$ such that $Y_1$ equals $X$ in distribution. So, the Lévy measure for the distribution of $X$ is the same as that for the corresponding Lévy process $(Y_t)_{t\ge0}$. Hence, the desired interpretation. | |
| Feb 12, 2023 at 12:27 | history | edited | Jukka Kohonen | CC BY-SA 4.0 |
Spelling of Lévy etc.
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| Feb 12, 2023 at 8:03 | history | edited | PSE | CC BY-SA 4.0 |
added 79 characters in body
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| Feb 12, 2023 at 4:14 | history | asked | PSE | CC BY-SA 4.0 |