Probability in Banach Spaces: Stable and Infinitely Divisible Distributions - Hardcover

Inhaltsangabe

This book is devoted to the study of stable measures on Banach spaces. The first part presents the classical approach via infinitely divisible measures (the Levy-Khinchin representation) and establishes some general properties of stable measures, such as Levy's spectral representation and the tail behaviour of stable measures. The second part is devoted to a comparatively new functional analytic approach, and an investigation is made of operators T from E' to Lp which generate p-stable symmetric measures on the Banach space E.

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