Generalized Poisson distribution on a locally compact Abelian group, along with the Gaussian distribution, plays an important role in the arithmetic of probability distributions. Let X {\displaystyle X} be a locally compact Abelian group, let Y {\displaystyle Y} be its character group, and let ( x , y ) {\displaystyle (x,y)} be the value of a character y ∈ Y {\displaystyle y\in Y} at an element x ∈ X {\displaystyle x\in X} . Let F {\displaystyle F} be a finite non-negative measure on X {\displaystyle X} . The generalized Poisson distribution associated with the measure F {\displaystyle F} is defined as a shift of the distribution e ( F ) {\displaystyle e(F)} of the form
where E 0 {\displaystyle E_{0}} is the degenerate distribution concentrated at the zero of the group X {\displaystyle X} . The distribution e ( F ) {\displaystyle e(F)} is infinitely divisible. The characteristic function of the distribution e ( F ) {\displaystyle e(F)} has the form
Decompositions of generalized Poisson distributions were studied in and , see also . In particular, the following theorem holds. Theorem. Let X {\displaystyle X} be a locally compact Abelian group, and let F {\displaystyle F} be a finite non-negative measure on X {\displaystyle X} . If the measures F ∗ m {\displaystyle F^{*m}} and F ∗ n {\displaystyle F^{*n}} are mutually singular for all natural m ≠ n {\displaystyle m\neq n} , then all factors of the generalized Poisson distribution μ = e ( F ) {\displaystyle \mu =e(F)} are also generalized Poisson distributions, i.e., μ {\displaystyle \mu } has no indecomposable factors.
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