Open Access
November 2014 Domains of operator semi-attraction of probability measures on Banach spaces
Phuc Ho Dang
Braz. J. Probab. Stat. 28(4): 587-611 (November 2014). DOI: 10.1214/13-BJPS225

Abstract

The paper deals with operator (semi-) stability and domains of operator (semi-) attraction of probability measures on infinite dimensional Banach spaces: characterizations of operator (semi-) stability and of domains of (normal) operator (semi-) attraction are given; it is shown that the set of operator stable probability measures is a closed subset under weak topology; the domain of operator semi-attraction of a given stable probability measure coincides with its domain of operator attraction; and a probability measure is (semi-) stable iff its finite-dimensional projections are (semi-) stable.

Citation

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Phuc Ho Dang. "Domains of operator semi-attraction of probability measures on Banach spaces." Braz. J. Probab. Stat. 28 (4) 587 - 611, November 2014. https://doi.org/10.1214/13-BJPS225

Information

Published: November 2014
First available in Project Euclid: 30 July 2014

zbMATH: 1320.60012
MathSciNet: MR3263066
Digital Object Identifier: 10.1214/13-BJPS225

Keywords: (normal) domain of operator (semi-) attraction , Infinitely divisible measures , Lévy measures , operator (semi-) stable measures

Rights: Copyright © 2014 Brazilian Statistical Association

Vol.28 • No. 4 • November 2014
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