ACTA issues

A probabilistic proof of Kruglov's theorem on the tails of infinitely divisible distributions

Sándor Csörgő

Acta Sci. Math. (Szeged) 71:1-2(2005), 405-415

Abstract. A fully probabilistic proof is given for Kruglov's basic characterization of the existence of generalized moments of infinitely divisible random variables.

AMS Subject Classification (1991): 60E07

Received October 4, 2004. (Registered under 5877/2009.)