Strongly τ-decomposable and selfdecomposable laws on simply connected nilpotent Lie groups

被引:6
|
作者
Hazod, W [1 ]
Scheffler, HP [1 ]
机构
[1] Univ Dortmund, D-44221 Dortmund, Germany
来源
MONATSHEFTE FUR MATHEMATIK | 1999年 / 128卷 / 04期
关键词
homogeneous groups; nilpotent groups; selfdecomposable laws; homogeneous norms; logarithmic moments;
D O I
10.1007/s006050050064
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let G be a simply connected nilpotent Lie group with Lie Algebra V and let tau be a contraction on G. A probability measure mu on G is strongly tau-decomposable iff it is representable as the limit of nu*...tau(n)(nu) for some probability nu on G. We show that such a limit exists if and only if nu possesses a finite logarithmic moment with respect to a homogeneous norm on G. This result is then generalized to the class of selfdecomposable laws on G. We also show that selfdecomposable laws on G correspond in a 1-1 way to operator selfdecomposable laws on the tangent space V.
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页码:269 / 282
页数:14
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