Abstract
This chapter forms the core of this book. It introduces and develops the key concepts, methods and results (needed for the rest of this book) that involve convolution products of probability measures and their weak convergence. Most of the results presented here are in their final form. However, there are a number of problems, as the reader will readily discover, which are natural, important and still waiting to be solved. For example, the asymptotic behavior of the sequence of convolution powers of a probability measure μ, though reasonably completely known in a compact or discrete semigroup (see Theorems 2.13 and 2.29) is not completely clear in the noncompact nondiscrete situation. Also, the problem of weak convergence of convolution products of a sequence of nonidentical probability measures, even though reasonably resolved in a compact abelian semigroup as well as in a discrete group or a discrete abelian semigroup (see Theorem 2.44, Corollary 2.50 and Theorem 2.51), is far from being resolved even in the case of compact groups.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Argabright, L. N., “A note on invariant integrals on locally compact semigroups,” Proc. Amer. Math. Soc. 17, 377–382 (1966).
Baker, J. W., “Measure algebras on semigroups,” in: The Analytical and Topological Theory of Semigroups, (K. H. Hofmann, J. D. Lawson, and J. S. Pym, editors), p. 221–252, Walter de Gruyter, Berlin-New York (1990).
Bartoszek, W., “On concentration functions on discrete groups,” Ann. Prob. 23, 1596–1599 (1994).
Berglund, J. F. and K. H. Hofmann, Compact Semitopological Semigroups and Weakly Almost Periodic Functions, Lecture Notes in Mathematics 42, Springer, Berlin-Heidelberg-New York (1967).
Bhattacharya, R. N., “Speed of convergence of the n-fold convolution of a probability measure on a compact group,” Z. Wahrsch. verw. Gebiete 25, 1–10 (1972).
Bougerol, P., “Fonctions de concentration sur certains groupes localement compacts,” Z. Wahrsch. verw. Gebiete 45, 135–157 (1978).
Bougerol, P., “Une majoration universelle des fonctions de concentration,” in: Probability Measures on Groups, Lecture Notes in Mathematics 706, (H. Heyer, editor), pp. 36–40, Springer, BerlinHeidelberg-New York (1979).
Budzban, G., “Necessary and sufficient conditions for the convergence of convolution products of nonidentical distributions on finite abelian semigroups,” J. Th. Probab. 7, No. 3, 635–646 (1994).
Budzban, G. and A. Mukherjea, “Convolution products of nonidentical distributions on a topological semigroup,” J. Th. Probab. 5, No. 2, 283–308 (1992).
Byczkowski, T. and J. Wos, “On infinite products of independent random elements on metric semi-groups,” Colloq. Math. 37, 271–285 (1977).
Center, B. and A. Mukherjea, “More on limit theorems for iterates of probability measures on semigroups and groups,” Z. Wahrsch. verw. Gebiete 46, 259–275 (1979).
Choquet, G. and J. Deny, “Sur l’ equation de convolution µ = µ * o,” C.R. Acad. Sci. Paris 250, 799–801 (1960).
Choy, S. T. L., “Idempotent measures on compact semigroups,” Proc. L.ndon Math. Soc. (3), 30, 717–733 (1970).
Chung, K. L., A Course on Probability Theory, ( Second Edition ), Springer, Berlin—Heidelberg—New York (1974).
Collins, H. S., “The kernel of a semigroup of measures,” Duke Math. J. 28, 387–392 (1961).
Collins, H. S., “Primitive idempotents in the semigroup of measures,” Duke Math. J. 28, 397–400 (1961).
Collins, H. S., “Convergence of convolution iterates of measures,” Duke Math. J. 29, 259–264 (1962). Collins, H. S., “Idempotent measures on compact semigroups,” Proc. Amer. Math. Soc. 13, 442–446 (1962).
Csiszar, I., “On infinite products of random elements and infinite convolutions of probability distributions on locally compact groups,” Z Wahrsch. verw. Gebiete 5, 279–295 (1966).
Csiszar, I., “On the weak*-continuity of convolution in a convolution algebra over an arbitrary topological group,” Studia Sci. Math. Hungar. 6, 27–40 (1971).
Derriennic, Y., “Lois zero ou deux pour les processus de Markov: Applications aux marches aleatoires,” Ann. Inst. Henri Poincaré 12, No. 2, 111–129 (1976).
Derriennic, Y., “Sur le theoreme de point fixe de Brunel et le theoreme de Choquet—Deny,” Ann. Sci. Univ. Clermont—Ferrand II, Probab. Appl. 87, 107–111 (1985).
Derriennic, Y. and Guivarc’h, Y., “Théorème de renouvellement pour les groups nonmoyennables,” C. R. A. S. Paris 277, 613–616 (1973).
Derriennic, Y. and M. Lin, “Convergence of iterates of averages of certain operator representations and convolution powers,” J. Funct. Anal. 85, 86–102 (1989).
Galmarino, A. R., “The equivalence theorem for composition of independent random elements on locally compact groups and homogeneous spaces,” Z Wahrsch. verw. Gebiete 7, 29–42 (1967).
Gard, J. R. and A. Mukherjea, “On the convolution iterates of a probability measure,” Semigroup Forum 10, 171–184 (1975).
Glicksberg, I., “Convolution semigroups of measures,” Pacific J. Math. 9, 51–67 (1959). Grenander, U., Probabilities on Algebraic Structures, J. Wiley and Sons, New York (1963).
Heble, M. and M. Rosenblatt, “Idempotent measures on a compact topological semigroup,” Proc. Amer. Math. Soc. 14, 177–184 (1963).
Hewitt, E. and K. A. Ross, Abstract Harmonic Analysis I, Springer, Berlin—Heidelberg—New York (1963).
Heyer, H., “Über Haarche Masse auf lokalkompacten Gruppen,” Arch. Math. (Basel) 17, 347–351 (1966).
Heyer, H., “Probabilistic characterization of certain classes of locally compact groups,” Symposia Math. 16, 315–355 (1975).
Heyer, H., Probability Measures on Locally Compact Groups, Springer, Berlin-Heidelberg-New York (1977).
Hofmann, K. H. and A. Mukherjea, “Concentration functions and a class of noncompact groups,” Math. Ann. 256, 535–548 (1981).
Hofmann, K. H. and A. Mukherjea, “On the density of the image of the exponential function,” Math. Ann. 234, 263–273 (1978).
Högnäs, G., “A note on the semigroup of analytic mappings with a common fixed point,” Reports on Computer Sci. and Math. Ser. A, No. 71 (1988).
Högnäs, G. and A. Mukherjea, “Recurrent random walks and invariant measures on semigroups of n by n matrices,” Math. Z 173, 69–94 (1980).
Ito, K. and M. Nishio, “On the convergence of sums of independent Banach space valued random variables,” Osaka Math. J. 5, 35–48 (1968).
Jaworski, W., “Contractive automorphisms of locally compact groups and the concentration function problem,” Preprint (1995).
Jaworski, W., J. Rosenblatt, and G. Willis, “Concentration functions in locally compact groups,” Preprint (1995).
Kawada, Y. and K. Ito, “On the probability distributions on a compact group I,” Proc. Phys.-Math. Soc. Japan 22, 977–998 (1940).
Kelley, J. L., “Averaging operators on C e . (X),” Illinois J. Math. 2, 214–223 (1958).
Kloss, B. M., “Probability distributions on bicompact topological groups,” Theory of Probab. Appl. 4, 234–270 (1959).
Kloss, B. M., “Limiting distributions on bicompact abelian groups,” Theory of Probab. Appl. 6, 361–389 (1961).
Lo, C. C. and A. Mukherjea, “Convergence in distribution of products of d by d random matrices,” J. Math. Anal. and Appl. 162, No. 1, 71–91 (1991).
Loynes, R., “Probability distributions on a topological group,” Z Wahrsch. verw. Gebiete 5, 446–455 (1966).
Maksimov, V. M., “Necessary and sufficient conditions for the convergence of convolution of nonidentical distributions on an arbitrary finite group,” Theory Probab. Appl. 13, 287–298 (1968).
Maksimov, V. M., “Composition convergent sequences of measures on compact groups,” Theory Probab. Appl. 16, 55–73 (1971).
Maksimov, V. M., “A generalized Bernoulli scheme and its limit distributions,” Theory Probab. Appl. 18, 521–530 (1973).
Martin-Löf, P., “Probability theory on discrete semigroups,” Z Wahrsch. verw. Gebiete 4, 78–102 (1965).
Mindlin, D. S., “Speed of convergence of convolutions of random measures on a compact group,” Theory Probab. Appl. 35, No. 2 (1990).
Mindlin, D. S., “Convolution of random measures on a compact topological group,” J. Th. Probab. 3, No. 2, 181–198 (1990).
Mindlin, D. S. and B. Rubshtein, “Convolutions of random measures on compact groups,” Theory Probab. Appl. 33, 355–357 (1988).
Mukherjea, A., “On the convolution equation P = P * Q of Choquet and Deny for probability measures on semigroups,” Proc. Amer. Math. Soc. 32, 457–463 (1972).
Mukherjea, A., “On the equation P(B) = f P(Bx -1 )P(dx) for infinite P,” J. London Math. Soc. 2, 224–230 (1973).
Mukherjea, A, “Limit theorems for probability measures on noncompact groups and semigroups,” Z. Wahrsch. verw. Gebiete 33, 273–284 (1976).
Mukherjea, A., “Limit theorems for probability measures on completely simple or compact semi-groups,” Trans. Amer. Math. Soc. 225, 355–370 (1977).
Mukherjea, A., “Limit theorems: Stochastic matrices, ergodic Markov chains and measures on semigroups,” in: Probabilistic Analysis and Related Topics 2, (A. T. Bharucha-Reid, editor), Vol. 2, pp. 143–203, Academic Press, New York (1979).
Mukherjea, A., “Convergence in distribution of products of random matrices: A semigroup approach,” Trans. Amer. Math. Soc. 303, 395–411 (1987).
Mukherjea, A., “Convolution products of nonidentical distributions on a compact abelian semigroup,” in: Probability Measures on Groups IX, Lecture Notes in Mathematics 1379, (H. Heyer, editor), pp. 217–241, Springer, Berlin-Heidelberg-New York (1988).
Mukherjea, A. and K. Pothoven, Real and Functional Analysis, Plenum Press, New York (1978).
Mukherjea, A. and K. Pothoven, Real and Functional Analysis, Part A: Rea! Analysis, Second edition, Plenum Press, New York-London (1984).
Mukherjea, A. and K. Pothoven, Real and Functional Analysis, Part B: Functional Analysis, Second edition, Plenum Press, New York-London (1986).
Mukherjea, A. and E. B. Saff, “Behavior of convolution sequences of a family of probability measures on [0, no),” Indiana Univ. Math. J. 24, 221–226 (1974).
Mukherjea, A. and T. C. Sun, “Convergence of products of independent random variables with values in a discrete semigroup,” Z Wahrsch. verw. Gebiete 46, 227–236 (1979).
Mukherjea, A. and N. A. Tserpes, “Idempotent measures on locally compact semigroups,” Proc. Amer. Math. Soc. 29, 143–150 (1971).
Mukherjea, A. and N. A. Tserpes, “Invariant measures and the converse of Haar’s theorem on semitopological semigroups,” Pacific J. Math. 44, 101–114 (1972).
Mukherjea, A. and N. A. Tserpes, “A problem on r`-invariant measures on locally compact semi-groups,” Indiana University Math. J. 21, 973–977 (1972).
Mukherjea, A. and N. A. Tserpes, Measures on Topological Semigroups: Convolution Products and Random Walks, Lecture Notes in Mathematics 547, Springer, Berlin-Heidelberg-New York (1976).
Parthasarathy, K. R., Probability Measures on Metric Spaces, Academic Press (1967). A. L. T. Paterson, “Invariant measure semigroups,” Proc. London Math. Soc. 35, 313–332
Parthasarathy, K. R. (1977). Pym, J. S., “Idempotent measures on semigroups,” Pacific J. Math. 12, 685–698 (1962).
Pym, J. S., “Idempotent measures on compact semitopological semigroups,” Proc. Amer. Math. Soc. 21, 499–501 (1969).
Rosenblatt, M., “Limits of convolution sequences of measures on a compact topological semigroup,” J. Math. Mech. 9, 293–306 (1960).
Rosenblatt, M., Markov Processes: Structure and Asymptotic Behavior, Springer, Berlin-HeidelbergNew York (1971).
Rosen, W. G., “On invariant measures over compact semigroups,” Proc. Amer. Math. Soc. 7, 10761082 (1956).
Ruzsa, I., “Infinite convolution of distributions on discrete commutative semigroups,” in: Probability Measures on Groups X, (H. Heyer, editor), pp. 365–376, Plenum Publishing Co., New York (1991).
Ruzsa, I. and G. Szekely, Algebraic Probability Theory, John Wiley and Sons, New York (1988). Sazonov, V. V. and V. N. Tutubalin. Szekely, Algebraic Probability Theory, John Wiley and Sons, New York (1988). Sazonov, V. V. and V. N. Tutubalin, “Probability distributions on topological groups,” Theory Probab. Appl. 11, 1–47 (1966).
Schwartz, S., “Convolution semigroup of measures on compact noncommutative semigroups,” Czech. Math. J. 14, (89), 95–115 (1964).
Stromberg, K., “Probabilities on a compact group,” Trans. Amer. Math. Soc. 94, 295–309 (1960).
Sun, T. C. and N. A. Tserpes, “Idempotent probability measures on locally compact abelian semi-groups,” J. Math. Mech. 19, 1113–1116 (1970).
Szekely, G. J. and W. B. Zeng, “The Choquet-Deny convolution equation µ = µ * a for probability measures on abelian semigroups,” J. Th. Probab. 3, No. 2, 361–365 (1990).
Tortrat, A., “Lois de probabilite sur un espace topologique complement regulier et produits infinis a termes independants dans un groupe topologique,” Ann. Inst. Henri Poincaré 1, 217–237 (1965).
Tortrat, A., “Lois tendues,ß sur un demigroup topologique completement simple,” Z. Wahrsch. verw. Gebiete 6, 145–160 (1966).
Tserpes, N. A. and A. Kartsatos, “Measure semiinvariants sur un semigroups localement compact,” C. R. Acad. Sci. Paris. Ser. A, 267, 507–509 (1968).
Urbanik, K., “On the limiting probability distributions on a compact topological group,” Fund. Math. 3, 253–261 (1957).
Wendel, J. G., “Haar measures and the semigroups of measures on a compact group,” Proc. Amer. Math. Soc. 5, 923–939 (1954).
Williamson, J. H., “Harmonic analysis on semigroups,” J. London Math. Soc. 42, 1–41 (1967). Willis, G., “The structure of totally disconnected locally compact groups,” Math. Ann. 300, 341–363 (1994).
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1995 Springer Science+Business Media New York
About this chapter
Cite this chapter
Högnäs, G., Mukherjea, A. (1995). Probability Measures on Topological Semigroups. In: Probability Measures on Semigroups. The University Series in Mathematics. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-2388-5_2
Download citation
DOI: https://doi.org/10.1007/978-1-4757-2388-5_2
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4757-2390-8
Online ISBN: 978-1-4757-2388-5
eBook Packages: Springer Book Archive