EXPONENTS AND SYMMETRY OF OPERATOR LEVYS PROBABILITY-MEASURES ON FINITE-DIMENSIONAL VECTOR-SPACES

Authors
Citation
A. Luczak, EXPONENTS AND SYMMETRY OF OPERATOR LEVYS PROBABILITY-MEASURES ON FINITE-DIMENSIONAL VECTOR-SPACES, Journal of theoretical probability, 10(1), 1997, pp. 117-129
Citations number
6
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
08949840
Volume
10
Issue
1
Year of publication
1997
Pages
117 - 129
Database
ISI
SICI code
0894-9840(1997)10:1<117:EASOOL>2.0.ZU;2-2
Abstract
We show that for a full Operator Levy's measure on a finite dimensiona l vector space there exists an exponent with suitable spectral propert ies commuting with the symmetry group of the measure. Such exponents l ead to a simple description of the symmetry group, and allow one to ob tain new (commuting or not) exponents; moreover, for them a simple rel ation exists between the symmetry group of the operator Levy's measure and the symmetry group of the mixing measure. We also show that full operator Levy's measures having ''large'' symmetry group need not be m ultivariate Levy's, correcting some earlier result.((2))