MULTIPLY-DECOMPOSABLE PROBABILITY MEASURES ON BANACHSPACES
Nguyen Van Thu
Abstract: In the present paper we define -times -decomposable
probability measures on a Banach space in such a way that they
form a continuous subclassification of infinitely divisible measures into decreasing classes
each of which is closed under convolution, shifts, changes of scales and passages
to weak limits. Moreover, every admits a universal element (in a generalized
Doeblin’s sense).