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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 8, Fasc. ,
pages 169 - 176
 

SEMI-STABLE AND SELF-DECOMPOSABLE MEASURES ON SEPARABLE BANACH SPACES

Ryszard Komorowski

Abstract: The aim of this paper is to characterize in terms of characteristic functionals the intersection of semi-stable and self-decomposable measures on a separable Banach space. These are subclasses of infinitely divisible measures the characterization of which on a Hilbert space has already been done in [4]. Here the proof is based on Urbanik’s method which exploits Choquet’s theorem on extreme points.

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

Key words and phrases: -

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