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dc.contributor.authorHazod, Wilfried-
dc.date.accessioned2008-06-09T09:48:03Z-
dc.date.available2008-06-09T09:48:03Z-
dc.date.issued2008-06-09T09:48:03Z-
dc.identifier.urihttp://hdl.handle.net/2003/25465-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-237-
dc.description.abstractLet (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)en
dc.language.isoende
dc.subjectprobabilities on groupsen
dc.subjectsimply connected nilpotent Lie groupsen
dc.subjectsemistable convolution semigroupsen
dc.subjectgenerating functionalsen
dc.subjectsemistable Lévy processesen
dc.subject.ddc510-
dc.titleMixing of generating functionals and applications to (semi-)stability of probabilities on groupsen
dc.typeTextde
dc.type.publicationtypepreprintde
dcterms.accessRightsopen access-
Appears in Collections:Preprints der Fakultät für Mathematik

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