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arXiv · 1405.3524

On infinitely divisible distributions with polynomially decaying characteristic functions

Mathias Trabs
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Abstract

We provide necessary and sufficient conditions on the characteristics of an infinitely divisible distribution under which its characteristic function $\phi$ decays polynomially. Under a mild regularity condition this polynomial decay is equivalent to $1/\phi$ being a Fourier multiplier on Besov spaces.

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Mathias Trabs. 2014-05-14. On infinitely divisible distributions with polynomially decaying characteristic functions. https://arxiv.org/abs/1405.3524

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