Abstract
The supports of infinitely divisible measures on separable Hilbert spaces are characterized in terms of angular semigroups. Restricted to $\mathbb{R}^n$ this result extends results of Hudson and Mason. Restricted to $\mathbb{R}^1$ our result improves Tucker's result and Hudson and Tucker's results on such supports. Also investigated are the supports of stable measures on Hilbert space.
Citation
Patrick L. Brockett. "Supports of Infinitely Divisible Measures on Hilbert Space." Ann. Probab. 5 (6) 1012 - 1017, December, 1977. https://doi.org/10.1214/aop/1176995668
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