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Domains of attraction on Sturm-Liouville hypergroups of polynomial growth

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Let (Sn : n≥ 0) be a random walk on a hypergroup (R+, *) of polynomial growth. We show that the possible limit laws of the form cn • Sn→ μ, (weakly), cn > 0, are the stable laws of the Bessel-Kingman hypergroup (wzór) for a specific α ≥ - 1/2 depending on the growth of the hypergroup. Furthermore we describe the domain of attraction (with respect to the convolution *) of these stable laws in terms of the regular variation of the Fourier transform.
Wydawca
Rocznik
Strony
153--170
Opis fizyczny
Bibliogr. 21 poz.
Twórcy
  • Fachbereich Mathematik der Universität Dortmund Vogelpothsweg 87 D-44221 Dortmund, Germany
autor
  • Fachbereich Mathematik der Universität Dortmund Vogelpothsweg 87 D-44221 Dortmund, Germany
Bibliografia
  • [1] Bauer, H., Wahrscheinlichkeitstheorie und Grundzüge der Matheorie, 2nd edition, de Gruyter, Berlin, New York, 1974.
  • [2] Bingham, N.H., Factorization theory and domains of attraction for generalized convolution algebras, Proc. London Math. Soc. 23 (1971), 16-30.
  • [3] Bingham, N.H., Goldie, C.M., Teugels, J.L., Regular Variation, Cambridge University Press, Cambridge, 1987.
  • [4] Bloom, W., Heyer, H., The Fourier transform for probability measures on hypergroups, Rend. Mat. Appl. (7) 2 (1982), 315-334.
  • [5] Bloom, W., Heyer, H., Convolution semigroups and resolvent families measures on hypergroups, Math. Z. 188 (1985), 449-474.
  • [6] Chébli, H. Opérateurs de translation généralisée et semi-groupes de convolution in ’’Théorie du Potentiel et Analyse Harmonique”, ed. par J. Faraut, Lecture Notes in Math. 404, Springer Verlag, Berlin, Heidelberg, New York, 1974, 35-59.
  • [7] Coddington, E., Levinson, N., Theory of ordinary differential equations, McGraw-Hill, New York, 1955.
  • [8] Finckh, U., Beiträge zur Wahrscheinlichkeitstheorie auf einer Kingman-Struktur, Dissertation, Tübingen, 1986.
  • [9] Fitouhi, A., Hamza, M.M., A uniform expansion for the eigenfunction of a singular second-order differential operator, SIAM J. Math. Anal. 21(6) (1990), 1619-1632.
  • [10] Jewett, R.I., Spaces with an abstract convolution of measures, Adv. Math. 18 (1975), 1-101.
  • [11] Lasser, R., Orthogonal polynomials and hypergroups, Rend. Mat. Appl. (7) 3 (1983), 185-209.
  • [12] Pitman, E.J.G., On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin, J. Austral. Math. Soc. 8 (1968), 423-443.
  • [13] Seneta, E., Regularly Varying Functions, Lecture Notes in Math. 508, Springer Verlag, New York, Berlin, 1976.
  • [14] Trimèche, K., Transformation intégrale de Weyl et théorème de Paley-Wiener associés à un opérateur différentiel singulier sur (0, ∞), J. Math. Pures Appl.
  • (9) 60 (1981), 51-98.
  • [15] Urbanik, K., Generalized convolutions, Studia Math. 23 (1964), 217-245.
  • [16] Voit, M. Central limit theorems for a class of polynomial hypergroups, Adv. Appl. Probab. 22 (1990), 68-87.
  • [17] Zeuner, Hm., Laws of large numbers for hypergroups on K+, Math. Ann. 283 (1989), 657-678.
  • [18] Zeuner, Hm., The central limit theorem for Chébli-Trimèche hypergroups, J. Theoret. Probab. 2 (1989), 51-63.
  • [191 Zeuner, Hm., Moment functions and laws of large numbers on hypergroups, Math. Z. 211 (1992), 369-407.
  • [20] Zeuner, Hm., Lindeberg type central limit theorems on one-dimensional hypergroups, Publ. Math. Debrecen 51 (1997), 49-66.
  • [21] Zeuner, Hm., Kolmogorov’s three series theorem on one-dimensional hypergroups, Contemp. Math. 183 (1995), 435-441.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-LOD6-0012-0036
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