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An alternative approach to multiply self-decomposable probability measures on Banach spaces
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  • Published: April 1986

An alternative approach to multiply self-decomposable probability measures on Banach spaces

  • Nguyen Van Thu1 

Probability Theory and Related Fields volume 72, pages 35–54 (1986)Cite this article

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Summary

For every α>0 we define α-times self-decomposable probability measures on Banach spaces by random power series. We prove the Urbanik and integral representation for such measures and discuss some related limit problems.

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Authors and Affiliations

  1. Institute of Mathematics, Hanoi, Vien Toan hoc, Bo-ho, P.O. Box 631, Hanoi, Vietnam

    Nguyen Van Thu

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  1. Nguyen Van Thu
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Cite this article

Van Thu, N. An alternative approach to multiply self-decomposable probability measures on Banach spaces. Probab. Th. Rel. Fields 72, 35–54 (1986). https://doi.org/10.1007/BF00343895

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  • Received: 15 December 1982

  • Revised: 13 November 1984

  • Issue Date: April 1986

  • DOI: https://doi.org/10.1007/BF00343895

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Keywords

  • Banach Space
  • Stochastic Process
  • Probability Measure
  • Probability Theory
  • Power Series
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