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A Condition For Existence Of Moments Of Infinitely Divisible Distributions
Published online by Cambridge University Press: 20 November 2018
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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.
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- Copyright © Canadian Mathematical Society 1956
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