Riedle, Markus (2010) Infinitely divisible cylindrical measures on Banach spaces. [MIMS Preprint]
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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 2010, the AMS's Mathematics Subject Classification > 28 Measure and integration MSC 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes |
| Depositing User: | Dr Markus Riedle |
| Date Deposited: | 14 Oct 2010 |
| Last Modified: | 08 Nov 2017 18:18 |
| URI: | https://eprints.maths.manchester.ac.uk/id/eprint/1531 |
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