I have read that the Lévy–Khintchine representation exists for any infinitely divisible distribution. However, all the references I could find on Lévy–Khintchine representations are for Lévy processes. But how to derive the Lévy–Khintchine representation for a distribution, such as the Gamma distribution (not process)?
2026-03-27 01:44:14.1774575854
Lévy–Khintchine representation for distributions
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