Strongly τ-Decomposable and Selfdecomposable Laws on Simply Connected Nilpotent Lie Groups

被引:0
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作者
Wilfried Hazod
Hans-Peter Scheffler
机构
[1] University of Dortmund,
[2] Germany,undefined
来源
Monatshefte für Mathematik | 1999年 / 128卷
关键词
1991 Mathematics Subject Classification: 60B15; 43A05; 22E25; 60B10; Key words: Homogeneous groups; nilpotent groups; selfdecomposable laws; homogeneous norms; logarithmic moments;
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摘要
 Let ? be a simply connected nilpotent Lie group with Lie Algebra ? and let τ be a contraction on ?. A probability measure μ on ? is strongly τ-decomposable iff it is representable as the limit of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} for some probability ν on ?. We show that such a limit exists if and only if ν possesses a finite logarithmic moment with respect to a homogeneous norm on ?. This result is then generalized to the class of selfdecomposable laws on ?. We also show that selfdecomposable laws on ? correspond in a 1–1 way to operator selfdecomposable laws on the tangent space ?.
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页码:269 / 282
页数:13
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