## On infinitely divisible laws in $C[0,1]$

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- by Aloisio Pessoa De Araujo
- Proc. Amer. Math. Soc.
**51**(1975), 179-185 - DOI: https://doi.org/10.1090/S0002-9939-1975-0407918-X
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Erratum: Proc. Amer. Math. Soc.

**56**(1976), 393.

## Abstract:

In Euclidean spaces, or in a separable Hilbert space, the characteristic function of an infinitely divisible distribution has the familiar form given by the LĂ©vy-Khintchine formula. The LĂ©vy measures $M$ of this formula are characterized by the property that the integral of $\min [1,||x|{|^2}]$ with respect to $M$ is finite. This simple situation no longer holds in the Banach space $C = C[0,1]$ where integrability of $\min [1,||x||]$ is sufficient but integrability of $\min [1,||x|{|^2}]$ is neither necessary nor sufficient. Certain other conditions which are sufficient to imply that $M$ is the LĂ©vy measure of a distribution on $C$ can be obtained with the use of an integral formula of Garsia.## References

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## Bibliographic Information

- © Copyright 1975 American Mathematical Society
- Journal: Proc. Amer. Math. Soc.
**51**(1975), 179-185 - MSC: Primary 60B05
- DOI: https://doi.org/10.1090/S0002-9939-1975-0407918-X
- MathSciNet review: 0407918