Semi-stable probability measures on Hilbert spaces

In this paper we define semi-stable probability measures (laws) on a real separable Hilbert space and are identified as limit laws. We characterize them in terms of their Lévy-Khinchine measure and the exponent 0 < p <= 2. Finally we prove that every semi-stable probability measure of exponent p has finite absolute moments of order 0 <= [alpha] < p.

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Year of publication:	1976
Authors:	Kumar, A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 2, p. 309-318
Publisher:	Elsevier
Keywords:	Semi-stable probability measure stable probability measures infinitely divisible characteristic functional weak distribution canonical normal distribution Lévy-Khinchine representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006587