Supports of semi-stable probability measures on locally convex spaces

LetE be a locally convex space. Let be an absolutely convexly tight Radom semi-stable probability measure onE with index 1<2 and Lévy measureM. The main result of this paper shows that the closed semigroup generated by the support ofM and the negative of the barycenter ofM restricted to a suitable compact subset ofE is a (closed) linear space ofE, and that the support of is a suitable translate of this linear space. This result complements a few known results concerning the supports of stable and semi-stable probability measures. In particular, it extends an analogous result proved recently for the support of -stable probability measures 1<2 (Ref. 4). Related results concerning the support of Radon semi-stable probability measures onE of index 0<<1 are also discussed.The research of this author was partially supported by AFSOR Grant No. 90-0168The research of this author was supported by KBN Grant, and the University of Tennessee Science Alliance, a State of Tennessee Center of Excellence.