Absolute Continuity of Stable Seminorms
Byczkowski, T. ; Samotij, K.
Ann. Probab., Tome 14 (1986) no. 4, p. 299-312 / Harvested from Project Euclid
Suppose that $E$ is a complete separable real metric vector space. It is proved that if $X$ is a symmetric $E$-valued $p$-stable random vector, $0 < p < 2$, and $q$ is a lower semicontinuous, a.s. finite seminorm, then the distribution of $q(X)$ is absolutely continuous apart from a possible jump. If, additionally, $q$ is strictly convex or $0 < p < 1$, then the distribution of $q(X)$ is either absolutely continuous or degenerate at 0. This result settles, in particular, the problem of absolute continuity of the supremum of stable sequences, extending thus Tsirel'son's theorem.
Publié le : 1986-01-14
Classification:  Stable measures,  seminorms,  absolute continuity,  semigroups of measures,  60B05,  60E07
@article{1176992629,
     author = {Byczkowski, T. and Samotij, K.},
     title = {Absolute Continuity of Stable Seminorms},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 299-312},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992629}
}
Byczkowski, T.; Samotij, K. Absolute Continuity of Stable Seminorms. Ann. Probab., Tome 14 (1986) no. 4, pp.  299-312. http://gdmltest.u-ga.fr/item/1176992629/