Portugaliæ Mathematica   EMIS ELibM Electronic Journals PORTUGALIAE
MATHEMATICA
Vol. 52, No. 2, pp. 211-219 (1995)

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A Representation of Infinitely Divisible Signed Random Measures

Pierre Jacob and Paulo Eduardo Oliveira

Laboratoire de Statistique et Probabilités, U.F.R. de Mathématiques,
Université des Sciences et Technologies de Lille, 59655 Villeneuve D'Ascq - FRANCE Dep. Matemática, Univ. Coimbra,
Apartado 3008, 3000 Coimbra - PORTUGAL

Abstract: The study of the measurable space of signed Radon measures on a metric space is carried, establishing results of characterization of distributions of signed random measures which generalize similar results about the nonnegative case. These results enable the study of a Lévy-Khintchine type characterization for infinite divisible signed random measures.

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Electronic version published on: 29 Mar 2001. This page was last modified: 27 Nov 2007.

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