Mixing of generating functionals and applications to (semi-)stability of probabilities on groups
| dc.contributor.author | Hazod, Wilfried | |
| dc.date.accessioned | 2008-06-09T09:48:03Z | |
| dc.date.available | 2008-06-09T09:48:03Z | |
| dc.date.issued | 2008-06-09T09:48:03Z | |
| dc.description.abstract | 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) | en |
| dc.identifier.uri | http://hdl.handle.net/2003/25465 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-237 | |
| dc.language.iso | en | de |
| dc.subject | probabilities on groups | en |
| dc.subject | simply connected nilpotent Lie groups | en |
| dc.subject | semistable convolution semigroups | en |
| dc.subject | generating functionals | en |
| dc.subject | semistable Lévy processes | en |
| dc.subject.ddc | 510 | |
| dc.title | Mixing of generating functionals and applications to (semi-)stability of probabilities on groups | en |
| dc.type | Text | de |
| dc.type.publicationtype | preprint | de |
| dcterms.accessRights | open access |