Continuity of Certain Random Integral Mappings and the Uniform Integrability of Infinitely Divisible Measures.

Abstract

In this paper it is shown that the class of probability measures L(Q), which generalizes the classical Levy class L, is homeomorphic with the class ID sub log of all infinitely divisible probability measures having finite logarithmic moment. As an application of this result a set of generators of the entire class L(Q) is described. As a necessary tool, the relationship between the uniform integrability of infinitely divisible measures and of their corresponding Levy measures is studied and this may be of independent interest. Additional keywords: Banach Space; Random integrals; Random variables; Operators(mathematics). (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1985
Accession Number
ADA159105

Entities

People

  • J. Rosinski
  • Z. J. Jurek

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Availability
  • Banach Space
  • Continuity
  • Convergence
  • Covariance
  • Data Science
  • North Carolina
  • Notation
  • Probability
  • Random Variables
  • Security
  • Statistics
  • Stochastic Processes
  • Topology
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Linear Algebra

Technology Areas

  • Space