Representation of infinitely divisible distributions on cones (Q2385609): Difference between revisions

The authors prove that a normal cone \(K\) in a separable Fréchet space is regular if and only if every infinitely divisible probability measure \(\mu\) concentrated on \(K\) has regular Lévy-Khintchine representation on that cone. This proves the converse to the \textit{E. Dettweiler} theorem [Ann. Sci. Univ. Clermont 61, Math. 14 (1976) (Ec. Ete Calc. Probab. Saint- Flour, 22 Aout--8 Septembre 1976), 11--17 (1977; Zbl 0353.60010)] for measures for the Fréchet spaces.