A Condition For Existence Of Moments Of Infinitely Divisible Distributions
- 1 January 1956
- journal article
- Published by Canadian Mathematical Society in Canadian Journal of Mathematics
- Vol. 8, 69-71
- https://doi.org/10.4153/cjm-1956-011-7
Abstract
Let F(x) be an infinitely divisible distribution and let ϕ(t) be its characteristic function. As is well known according to the formula of Lévy and Khintchine, ϕ(t) has the following representation: 1 where γ is a real constant and G(u) is a bounded nondecreasing function.Keywords
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