Independent marginals of infinitely divisible and operator semi-stable measures (Q1120181): Difference between revisions

Let m be an infinitely divisible measure on a finite-dimensional space V. If T is a projector in V then the measure T m is called a marginal of m. The author studies the problem of existence and uniqueness of a complete set of marginals, i.e. of such a set of marginals \(\{T_ 1m,T_ 2m,....,T_ rm\}\) that dim \(T_ im=1\), \(\sum^{r}_{k=1}T_ k=identity\) mapping, and \(T_ i\) are independent as r.v.'s from the probability space (V,\({\mathcal B}(V),m)\) to V. A more detailed description is given for operator semi-stable measures. The obtained results generalize those known for operator-stable measures.