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L--'s user avatar
L--'s user avatar
L--'s user avatar
L--
  • Member for 1 year
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  • Kharagpur, West Bengal, India
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Lévy measure and Lévy process
I am quite new to this topic. But I think there is a typo. Shouldn't it be $|x|>1$ instead?
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Lévy measure and Lévy process
Could you please give a reference to the fact that if the Levy measure is 0 for $|x|<1$ then moments of all order exists