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Probabilities on simply connected nilpotent Lie groups

  • Wilfried Hazod
  • Eberhard Siebert
Chapter
Part of the Mathematics and Its Applications book series (MAIA, volume 531)

Abstract

This Chapter is devoted to investigations into (semi-) stability phenomena on simply connected nilpotent Lie groups, showing that probabilities on this considerably small class of groups have similar behavior as on vector spaces. It will turn out (in Chapter III) that such investigations on general locally compact groups can be reduced to investigations on simply connected nilpotent Lie groups (for semistable laws under the assumption that G is a Lie group). This Chapter contains the main part of the investigations; one of the key results will provide an identification of continuous convolution semigroups on a group G with continuous convolution semigroups on the tangent space ℒ (G) =: V, a finite-dimensional vector space. Hence the majority of objects studied in Chapter I has a counterpart in the group case; in particular, limits of operator-normalized sums of i.i.d. random variables correspond to automorphismnormalized products and vice versa. (In the sequel we shall call this correspondence the translation procedure, cf. 2.1.3–2.1.7.)

Keywords

Convolution Semigroup Homogeneous Norm Transfer Theorem Levy Process Cocycle Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2001

Authors and Affiliations

  • Wilfried Hazod
    • 1
  • Eberhard Siebert
  1. 1.Mathematical DepartmentUniversity of DortmundDortmundGermany

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