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Semistable Selfdecomposable Laws on Groups

  • W. Hazod und R. Shah
Veröffentlicht/Copyright: 4. Juni 2010

Abstract

The most prominent examples of (operator-) selfdecomposable laws on vector spaces are (operator-) stable laws. In the past (operator-) semistability — a natural generalisation — had been intensively investigated, hence the description of the intersection of the classes of semistable and selfdecomposable laws turned out to be a challenging problem, which was finally solved by A. Łuczak's investigations [Probab. Theory Related Fields 90: 317–340, 1991].

For probabilities on groups, in particular on simply connected nilpotent Lie groups there exists meanwhile a satisfying theory of decomposability and semistability. Consequently it is possible to obtain a description of the intersection of these classes of measures — under additional commutativity assumptions — leading finally to partial extensions of the above-mentioned results for vector spaces to the group case.

Received: 1998-10-23
Revised: 2000-04-24
Published Online: 2010-06-04
Published in Print: 2001-June

© Heldermann Verlag

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