Summary
For every α>0 we define α-times self-decomposable probability measures on Banach spaces by random power series. We prove the Urbanik and integral representation for such measures and discuss some related limit problems.
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Van Thu, N. An alternative approach to multiply self-decomposable probability measures on Banach spaces. Probab. Th. Rel. Fields 72, 35–54 (1986). https://doi.org/10.1007/BF00343895
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DOI: https://doi.org/10.1007/BF00343895