Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups
| dc.contributor.author | Becker-Kern, Peter | |
| dc.contributor.author | Hazod, Wilfried | |
| dc.date.accessioned | 2008-05-19T09:22:01Z | |
| dc.date.available | 2008-05-19T09:22:01Z | |
| dc.date.issued | 2008-05-19T09:22:01Z | |
| dc.description.abstract | It is shown how discrete skew convolution semigroups of probability measures on a simply connected nilpotent Lie group can be embedded into Lipschitz continuous semistable hemigroups by means of their generating functionals. These hemigroups are the distributions of increments of additive semi-selfsimilar processes. Considering these on an enlarged space-time group, we obtain Mehler hemigroups corresponding to periodically stationary processes of Ornstein-Uhlenbeck type, driven by certain additive processes with periodically stationary increments. The background driving processes are further represented by generalized Lie-Trotter formulas for convolutions, corresponding to a random integral approach known for finite-dimensional vector spaces. | en |
| dc.identifier.uri | http://hdl.handle.net/2003/25280 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-8135 | |
| dc.language.iso | en | de |
| dc.relation.ispartofseries | Preprints der Fakultät für Mathematik;2008-10 | de |
| dc.subject | Lipschitz continuous hemigroup | en |
| dc.subject | semi-selfsimilar additive process | en |
| dc.subject | spacetime group | en |
| dc.subject | periodic Ornstein-Uhlenbeck process | en |
| dc.subject | background driving process | en |
| dc.subject | generalized Lie-Trotter formula | en |
| dc.subject.ddc | 510 | |
| dc.title | Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups | en |
| dc.type | Text | de |
| dc.type.publicationtype | preprint | en |
| dcterms.accessRights | open access |