Asymptotic Properties of Semigroups of Measures on Vector Spaces
Byczkowski, T. ; Zak, T.
Ann. Probab., Tome 9 (1981) no. 6, p. 211-220 / Harvested from Project Euclid
Let $(E, B)$ be a measurable vector space and $q$ be a measurable seminorm on $E$. Suppose that $(\mu_t)_{t > 0}$ is a $q$-continuous convolution semigroup of probability measures on $(E, B)$. It is proved that there exists a right-continuous nonincreasing function $\theta$ such that $\lim_{t \rightarrow 0+} (1/t)\cdot \mu_t\{x: q(x) > s\} = \theta(s)$ for every $s > 0$ at which $\theta$ is continuous. If $\mu_t, t > 0$, are Gaussian, then $\theta \equiv 0$; if there exists a measurable linear functional $f$ such that $f(\cdot)$ is not Gaussian (with respect to $\mu_1$) and $q \geqslant |f|$ then $\theta \not\equiv 0$.
Publié le : 1981-04-14
Classification:  Semigroup of measures,  seminorm,  stable measures,  Gaussian measures,  60B05,  28A40
@article{1176994463,
     author = {Byczkowski, T. and Zak, T.},
     title = {Asymptotic Properties of Semigroups of Measures on Vector Spaces},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 211-220},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994463}
}
Byczkowski, T.; Zak, T. Asymptotic Properties of Semigroups of Measures on Vector Spaces. Ann. Probab., Tome 9 (1981) no. 6, pp.  211-220. http://gdmltest.u-ga.fr/item/1176994463/