Autor(en): | Hazod, Wilfried |
Titel: | Mixing of generating functionals and applications to (semi-)stability of probabilities on groups |
Sprache (ISO): | en |
Zusammenfassung: | Let (X_t) be a Lévy process on a simply connected nilpotent Lie group with corresponding continuous convolution semigroup (v_t). Assume (v_t) to be semistable. Then a suitable mixing of (v_t) resp. a random time substitution of (X_t) belongs to the domain of attraction of a stable Lévy process (U_t), the infinitesimal generator resp. the generating functional of which is representable as mixing of semistable generating functionals. A similar result holds for random variables belonging to the domain of semistable attraction of (X_t). These investigations generalize results to the case of probabilities on groups which were recently obtained for vector spaces in [1]. Furthermore, distributions of such stable Lévy proceses are representable as limits of random products of semistable laws. [1] Becker-Kern, P., Scheffler, H-P.: How to find stability in a purely semistable context. Yokohama Math. J. 51, 75-88 (2005) |
Schlagwörter: | probabilities on groups simply connected nilpotent Lie groups semistable convolution semigroups generating functionals semistable Lévy processes |
URI: | http://hdl.handle.net/2003/25465 http://dx.doi.org/10.17877/DE290R-237 |
Erscheinungsdatum: | 2008-06-09T09:48:03Z |
Enthalten in den Sammlungen: | Preprints der Fakultät für Mathematik |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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mathematicalPreprint14.pdf | 364.16 kB | Adobe PDF | Öffnen/Anzeigen |
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