Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151718 | Statistics & Probability Letters | 2014 | 7 Pages |
Abstract
We provide necessary and sufficient conditions on the characteristics of an infinitely divisible distribution under which its characteristic function Ï decays polynomially. Under a mild regularity condition this polynomial decay is equivalent to 1/Ï being a Fourier multiplier on Besov spaces.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mathias Trabs,