SEMI-STABLE AND SELF-DECOMPOSABLE MEASURES ON SEPARABLE
BANACH SPACES
Abstract: The aim of this paper is to characterize in terms of characteristic functionals the
intersection of semi-stable and self-decomposable measures on a separable Banach space.
These are subclasses of infinitely divisible measures the characterization of which on a
Hilbert space has already been done in [4]. Here the proof is based on Urbanik’s method
which exploits Choquet’s theorem on extreme points.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -