Skip to main content
Log in

On unboundedly divisible distributions in Hilbert space

  • Published:
Mathematical notes of the Academy of Sciences of the USSR Aims and scope Submit manuscript

Abstract

We establish a connection between the existence of integrals with respect to unboundedly divisible probability distributions in Hilbert space and the existence of integrals of functions from a certain class of functions with respect to their spectral measures. The results obtained in the present note constitute a strengthening of the propositions advanced by the author in [1].

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

Literature cited

  1. V. M. Kruglov, “Integrals with respect to unboundedly divisible distributions in Hilbert space,” Matem. Zametki,11, No. 6, 669–676 (1972).

    Google Scholar 

  2. V. M. Kruglov, “A remark on the theory of unboundedly divisible laws,” Teor. Veroyatn. i Ee Primen.,15, No. 2, 330–336 (1970).

    Google Scholar 

  3. A. V. Skorokhod, “A remark concerning Gaussian measures in Banach spaces,” Teor. Veroyatn. i Ee Primen.,15, No. 3, 519–520 (1970).

    Google Scholar 

  4. I. I. Gikhman and A. V. Skorokhod, Theory of Random Processes, Saunders (1969).

  5. V. V. Yurinskii, “An infinite-dimensional version of S. N. Bernstein's inequality,” Teor. Veroyatn. i Ee Primen.,15, No. 1, 106–107 (1970).

    Google Scholar 

  6. Sh. S. Ébralidze, “Inequalities for the probabilities of large deviations in the many-dimensional case,” Teor. Veroyatn. i Ee Primen.,16, No. 4, 755–759 (1971).

    Google Scholar 

  7. P. Halmos, Measure Theory, Van Nostrand (1950).

  8. A. V. Skorokhod, Random Processes with Independent Increments [in Russian], Moscow (1964).

  9. K. R. Parthasarathy, Probability Measures on Metric Spaces, Academic Press (1967).

  10. V. M. Zolotarev, “Asymptotic behavior of distributions of processes with independent increments,” Teor. Veroyatn. i Ee Primen.,10, No. 1, 30–50 (1965).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Translated from Matematicheskie Zametki, Vol. 16, No. 4, pp. 585–594, October, 1974.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kruglov, V.M. On unboundedly divisible distributions in Hilbert space. Mathematical Notes of the Academy of Sciences of the USSR 16, 940–946 (1974). https://doi.org/10.1007/BF01104260

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01104260

Keywords

Navigation