完备可分度量群上的齐次Levy过程的复合Poisson逼近

Approximation of Homogeneous Levy Processes by Compound Poisson Processes on Complete Separable Metric Groups

该文利用算子半群的方法给出了取值于具有左不变度量的完备可分群的齐次Levy过程是复合Poisson过程的弱极限这一结论．

Let G be a complete and separable group with a left invariant metric,and {X(t) } be a homogeneous Levy processes with values in G. By means of operator semigroups we prove:there is a sequence of compound Poisson processes with values in G that converges weakly to {X(t) }.