|
|||||
|
|
Semi-stable probability measures on Hilbert spaces |
|
| Authors: | A. Kumar |
| Affiliation: | Department of Mathematics, Wayne State University, Detroit, Michigan 48202 USA |
| Abstract: | In this paper we define semi-stable probability measures (laws) on a real separable Hilbert space and are identified as limit laws. We characterize them in terms of their Lévy-Khinchine measure and the exponent 0 < p ≤ 2. Finally we prove that every semi-stable probability measure of exponent p has finite absolute moments of order 0 ≤ α < p. |
| Keywords: | 60B05 60F05 Semi-stable probability measure stable probability measures infinitely divisible characteristic functional weak distribution canonical normal distribution Lévy-Khinchine representation |
| 本文献已被 ScienceDirect 等数据库收录！ | |