An alternative approach to multiply self-decomposable probability measures on Banach spaces

DOI10.1007/BF00343895zbMath0583.60005MaRDI QIDQ1069201

Nguyen Van Thu

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

infinitely divisibleconvolutionself-decomposablecontinuous subclassification of infinitely divisible probability measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Markov processes (60J99)

Related Items (4)

A new factorization property of the selfdecomposable probability measures. ⋮ The random integral representation conjecture: a quarter of a century later ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Fractional Integrals and Extensions of Selfdecomposability

Cites Work

• Multiply monotone functions and their Laplace transforms
• Le théorème de représentation intégrale dans les ensembles convexes compacts
• Limit distributions and one-parameter groups of linear operators on Banach spaces
• Class L of multivariate distributions and its subclasses
• Type, cotype and Levy measures in Banach spaces
• Representation of certain infinitely divisible probability measures on Banach spaces
• Characterization of subclasses of class L probability distributions
• On the convergence of sums of independent Banach space valued random variables
• Multiply self-decomposable probability measures on ?+ and ?+
• An integral representation for selfdecomposable banach space valued random variables
• An Approach to Fractional Powers of Operators via Fractional Differences
• Lévy's probability measures on Banach spaces
• Self-decomposable probability measures on Banach spaces
• [https://portal.mardi4nfdi.de/wiki/Publication:5554736 Sur la structure des lois ind�finiment divisibles (classe $$\mathfrak{F}$$ (X)) dans les espaces vectoriels X (sur le corps r�el)]
• Lévy's probability measures on Euclidean spaces
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