Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures (Q1060761)

The author considers the set \({\mathcal U}(E)\) of s-selfdecomposable probability measures on \({\mathcal B}(E)\), where E is a real separable Banach space. The prefix s refers to the 'shrinking' operation, which replaces ordinary multiplication. The class \({\mathcal U}(E)\) (studied earlier in the author's thesis) is by definition contained in ID(E), the set of infinitely divisible measures, and contains L(E), the set of selfdecomposable measures, as a proper subset. The set L(E) is characterized by the condition \[ (1)\quad \mu =T_ c\mu *\mu_ c\quad (0<c<1), \] where \(T_ c\mu (B)=\mu (T_ c^{-1}B)=\mu (cB)\), and \(\mu_ c\) is a probability measure. Equivalent to (1) is the condition (1') \(M\geq T_ cM\), where M is the Lévy measure of \(\mu\). Now s- selfdecomposability is defined by the requirement that \(\mu\in ID\) with \[ (2')\quad M\geq U_ rM\quad (r>0), \] where \(U_ rx=\max (0,| x| -r)x/| x|\). A property analogous to (1) with T replaced by U, is not given; this probably only holds in Hilbert spaces [cf. \textit{R. Jajte}, Bull. Acad. Pol. Sci., Ser. Sci. Math. 27, 625-628 (1979; Zbl 0431.60015)]. Characterizations of \({\mathcal U}(E)\) are given in terms of a characteristic functional, and in terms of a stochastic integral. In the former case a relation between the class \({\mathcal U}\) and the class L, which it generalizes, is obtained. The special (Hilbert space) case \(E={\mathbb{R}}\) is considered by \textit{T. A. O'Connor} [Ann. Probab. 7, 494-499 (1979; Zbl 0401.60015)] in the context of unimodality.