Operator semi-selfdecomposable measures and related nested subclasses of measures on vector spaces

Details Operator semi-selfdecomposable measures and related nested subclasses of measures on vector spaces Operator semi-selfdecomposable measures and related nested subclasses of measures on vector spaces

2002-12-24

arxiv.org/abs/math/0212331v2

Monatsh. Math. 142 (2004) 351-361

Mathematics

Probability

15 pages, revised version and Theorem 5 is modified

Scientific paper

$T$-semi-selfdecomposability and subclasses $L_m(b, Q)$ and $\tilde L_m(b, Q)$ of measures on complete separable metric vector spaces are introduced and basic properties are proved. In particular, we show that $\mu$ is $T$-semi-selfdecomposable if and only if $\mu = T(\mu) \nu$ where $\nu$ is infinitely divisible and $\mu$ is operator selfdecomposable if and only if $\mu \in L_0(b, Q)$ for all $0< b < 1$.

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