An analytic proof of the Lévy-Khinchin formula on ℝn

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Abstract

We give a proof of the Lévy-Khinchin formula using only some parts of the theory of distributions and Fourier analysis, but without using probability theory.

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Jacob, N., & Schilling, R. L. (1998). An analytic proof of the Lévy-Khinchin formula on ℝn. Publicationes Mathematicae Debrecen, 53(1–2), 69–89. https://doi.org/10.5486/pmd.1998.1895

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