Acta mathematica scientia,Series A ›› 1998, Vol. 18 ›› Issue (2): 221-227.

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

Liu Yong1, Gong Guanglu2   

  1. 1. School of Mathematics Peking University, Beijing 100871;
    2. Department of Applied Mathematics, Tsinghua University Beijing 100084
  • Received:1996-10-03 Revised:1996-12-30 Online:1998-06-26 Published:1998-06-26

Abstract: 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)}.

Key words: Complete separable metric group, Homogeneous Levy Process, Compound Poisson process, Weak convergence

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