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Levy Processes on a First Order Model

Siu-Ah Ng
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Abstract

The classical notion of Lévy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities and the infinite divisibility with respect to it.

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Siu-Ah Ng. 2009-10-27. Levy Processes on a First Order Model. https://arxiv.org/abs/math/0609608

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