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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 14, Fasc. 1,
pages 89 - 113
 

ANTI-IRREDUCIBLE PROBABILITY MEASURES

K. Urbanik

Abstract: The paper is devoted to the study of anti-irreducible probability measures associated with generalized convolutions. In particular, for convolutions other than the max-convolution it is proved that the set of anti-irreducible measures is a proper subset of the set of all infinitely divisible measures. Moreover, for a special class of convolutions containing a modification of the max-convolution it is proved that the probability measure concentrated at the origin is the only anti-irreducible measure.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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