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.
Publié le : 1977-12-14
Classification:
Supports of measures,
infinite divisibility,
angular semigroups,
stable measures on Hilbert spaces,
60E05,
60B99
@article{1176995668,
author = {Brockett, Patrick L.},
title = {Supports of Infinitely Divisible Measures on Hilbert Space},
journal = {Ann. Probab.},
volume = {5},
number = {6},
year = {1977},
pages = { 1012-1017},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995668}
}
Brockett, Patrick L. Supports of Infinitely Divisible Measures on Hilbert Space. Ann. Probab., Tome 5 (1977) no. 6, pp. 1012-1017. http://gdmltest.u-ga.fr/item/1176995668/