scientific article; zbMATH DE number 1145734

MaRDI QIDQ4384829zbMATH OpenFDO

Authors Maria Klosowska

Publication date 14 September 1998

zbMATH Keywords

distributions semi-attracted to semi-stable measuresdomain of semi-attraction of a semi-stable measuresemi-stable distribution on Hilbert spaces

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11)

Review text

The following result is proved: Let \(H\) be a real separable Hilbert space, \(q\) a non-degenerate semi-stable measure on \(H\) and \(\alpha\in (0,2]\) an exponent for \(q.\) If a distribution \(p\) on \(H\) is semi-attracted to the measure \(q,\) then \[ \int_H| x| ^\beta p(dx)<+\infty \quad \text{for} \beta\in(0,\alpha)\qquad\text{and}\qquad \int_H| x| ^\beta p(dx)=+\infty \quad \text{for} \beta>\alpha,\;\alpha \neq 2. \] From this result it follows that every semi-stable measure on \(H\) has exactly one exponent.

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