Selfdecomposable measures on simply connected nilpotent groups

Authors
Citation
R. Shah, Selfdecomposable measures on simply connected nilpotent groups, J THEOR PR, 13(1), 2000, pp. 65-83
Citations number
17
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
13
Issue
1
Year of publication
2000
Pages
65 - 83
Database
ISI
SICI code
0894-9840(200001)13:1<65:SMOSCN>2.0.ZU;2-V
Abstract
The concepts of class L measures and selfdecomposable measures are generali sed from vector splices to simply connected nilpotent groups G. it has been shown that any full class L (probability) measure mu on G can be decompose d as mu = mu(1 *) . . . (*) mu(n,) where each mu(i) is a selfdecomposable m easure on a subgroup G(i); mu itself is selfdecomposable under certain addi tional conditions for example. when ii is symmetric, This generalizes a wel l known result on vector spaces. Some examples of class L measures on G are also constructed.