Published online by Cambridge University Press: 17 April 2009
The Cauchy representation is not valid for every Schwartz distribution f ∈ (D(R))′ because (t – x)−l ∉ D(R). Since for all z ∈ {z: Im z ≠ 0} the kernel (t – z)−l belongs to (R) (1 > p > ∞), the Cauchy representation of the distributions in ((R))′ seems possible.
In this paper, we prove this fact. It is also proved that every probability density defines a generalised function on the space (R)(1 < p < ∞), of test functions. Applications of these results in probability theory are discussed.