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Semistable selfdecomposable laws on groups

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EN
Abstrakty
EN
The most prominent examples of (operator-) selfdecomposable laws on vector spaces are (operator-) stable laws. In the past (operator-) semistability — a natural generalisation — had been intensively investigated, hence the description of the intersection of the classes of semistable and selfdecomposable laws turned out to be a challenging problem, which was finally solved by A. Łuczak's investigations [17]. For probabilities on groups, in particular on simply connected nilpotent Lie groups there exists meanwhile a satisfying theory of decomposability and semistability. Consequently it is possible to obtain a description of the intersection of these classes of measures — under additional commutativity assumptions — leading finally to partial extensions of the above-mentioned results for vector spaces to the group case.
Wydawca
Rocznik
Strony
1--22
Opis fizyczny
Bibliogr. 25 poz.
Twórcy
autor
  • Department of Mathematics, University of Dortmund, D-44221 Dortmund, Germany
autor
  • School of Mathematics, Tata Institute of Fundamental Research, Homi Bhabha Road Bombay 400 005, India
Bibliografia
  • [1] Dani, S. G., Shah, R., Contractible measures and Levy’s measures on Lie groups, in: “Probabilities on Algebraic Structures” (G. Budzban, Ph. Feinsilver and A. Mukher- jea, Eds.), Contemp. Math. 261 (2000), 3-14.
  • [2] Hazod, W., Remarks on convergence of types theorems for finite dimensional vector spaces, Publ. Math. Debrecen 50 (1997), 197-219.
  • [3] Hazod, W., Stetige Faltungshalbgruppen von Wahrscheinlichkeitsmaßen und erzeugende Distributionen, Lecture Notes in Math. 595 (1977), Springer, Berlin- Heidelberg-New York.
  • [4] Hazod, W., On some convolution semi- and hemigroups appearing as limit distributions of normalized products of group-valued random variables, Conference on infinite dimensional harmonic analysis (Marseille, 1997), World Sei. Publishing, River Edge, 1998, 104-121.
  • [5] Hazod, W., Nobel, S., Convergence of types theorem for simply connected nilpotent Lie groups, “Probability measures on groups, IX” (Oberwolfach, 1988), Lecture Notes in Math. 1375 (1989), Berlin-Heidelberg-New York, Springer. 99-106.
  • [6] Hazod, W., Scheffler, H-P., The domains of partial attraction of probabilities on groups and on vectorspaces, J. Theoret. Probab. 6 (1993), 175-186.
  • [7] Hazod, W., Siebert, E., Stable probability measures on Euclidean spaces and on locally compact groups: Structural properties and limit theorems, In preparation (Kluwer).
  • [8] Heyer, H., Probability Measures on Locally Compact Groups, Springer, Berlin-Heidelberg-New York, 1977.
  • [9] Hochschild, G., The Structure of Lie Groups, Holden Day, Inc., San Francisco, London, Amsterdam, 1965.
  • [10] Jurek, Z., Mason, J. D., Operator Limit Distributions in Probability Theory, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Sciences, John Wiley & Son, Inc., New York, 1993.
  • [11] Krakowiak, W., Zero-one laws for A-decomposable measures on Banach spaces, Col- loq. Math. 43 (1980), 351-363.
  • [12] Krengel, U., Ergodic Theorems, de Gruyter Studies in Mathematics 6 (1985), de Gruyter & Co., Berlin-New York.
  • [13] Kunita, H. Infinitesimal generators of nonhomogeneous convolution semigroups on Lie groups, Osaka J. Math. 34 (1997), 233-264.
  • [14] Kunita, H., Stochastic processes with independent increments on a Lie group and their self-similar properties, “Stochastic Differential and Difference Equations” (Györ, 1996), Progr. Systems Control Theory 23 (1997), 183-201.
  • [15] Kunita, H., Analyticity and injectivity of convolution semigroups on Lie qroups, J. Funct. Anal. 165 (1999), 80-100.
  • [16] Loève, M., Nouvelles classes de lois limites, Bull. Soc. Math. France 73 (1945), 107-126.
  • [17] Łuczak, A. Operator-semistable operator Levy’s measures on finite dimensional vector spaces, Probab. Theory Related Fields 90 (1991), 317-340.
  • [18] Nobel, S., Limit theorems for probability measures on simply connected nilpotent Lie groups, J. Theoret. Probab. 4 (1991), 261-284.
  • [19] Parthasarathy, K. R., Probability Measures on Metric Spaces, Academic Press, New York, 1967.
  • [20] Shah, R., Semistable measures and limit theorems on real and p-adic groups, Monatsh. Math. 115 (1993), 191-213.
  • [21] Shah, R., Selfdecomposable measures on simply connected nilpotent Lie groups, J. Theoret. Probat». 13 (2000), 65-83.
  • [22] Siebert, E., Supports of holomorphic convolution semigroups on a locally compact group, Arch. Math. (Basel) 36 (1981), 423-433.
  • [23] Siebert, E., Strongly operator-decomposable probability measures on separable Banach spaces, Math. Nachr. 154 (1991), 315-326.
  • [24] Siebert, E., Operator-decomposability of Gaussian measures on separable Banach spaces, J. Theoret. Probab. 5 (1992), 333-347.
  • [25] Urbanik, K., Lévy’s probability measures on Euclidean spaces, Studia Math. 44 (1972), 119-148.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-LOD6-0013-0019
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