In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Further properties of infinitely divisible cylindrical measures such as continuity are derived. Moreover, the classification result enables us to deduce new results on...

Let ${ℬ}_c$ denote the real-valued functions continuous on the extended real line and vanishing at $-\infty$. Let ${ℬ}_r$ denote the functions that are left continuous, have a right limit at each point and vanish at $-\infty$. Define ${𝒜}_c^n$ to be the space of tempered distributions that are the $n$th distributional derivative of a unique function in ${ℬ}_c$. Similarly with ${𝒜}_r^n$ from ${ℬ}_r$. A type of integral is defined on distributions in ${𝒜}_c^n$ and ${𝒜}_r^n$. The multipliers are iterated integrals of functions of bounded variation. For each $n\in \mathbb{N}$, the spaces...

We consider an isoperimetric problem for product measures with respect to the uniform enlargement of sets. As an example, we find (asymptotically) extremal sets for the infinite product of the exponential measure.