Lévy-Khintchine formulas independency of a Lévy function (Q1378392)
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English | Lévy-Khintchine formulas independency of a Lévy function |
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Lévy-Khintchine formulas independency of a Lévy function (English)
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21 June 1998
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The author gives a new proof of the integral representation for negative definite functions on abelian semigroups with involution, with lower bounded real part. He doesn't make use of Lévy functions, but uses instead in a clever way a result related to Choquet's representation theorem for positive functionals on adapted spaces. The same ``trick'' is also used for continuous negative definite functions on the group \(R^n\).
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negative definite function
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Lévy function
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positive definite function
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