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2010.90: Infinitely divisible cylindrical measures on Banach spaces

2010.90: Markus Riedle (2010) Infinitely divisible cylindrical measures on Banach spaces.

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Abstract

In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Furthermore, continuity properties and the relation to infinitely divisible Radon measures of infinitely divisible cylindrical probability measures are considered.

Item Type:MIMS Preprint
Uncontrolled Keywords:infinitely divisible measures, cylindrical measures, cylindrical random variables, cylindrical Levy processes, Banach spaces
Subjects:MSC 2000 > 28 Measure and integration
MSC 2000 > 60 Probability theory and stochastic processes
MIMS number:2010.90
Deposited By:Dr Markus Riedle
Deposited On:14 October 2010

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