Strongly \(\tau\)-decomposable and selfdecomposable laws on simply connected nilpotent Lie groups (Q1962573): Difference between revisions

Let \(G\) be the simply connected Lie group with \(\text{Lie}(G)= \mathbb{R}^{d}\) \((= V)\). \(\tau \in \Aut(G)\) is called contractive if \((\tau^{k}(x) @>k>> \infty)\) for all \(x \in G\). There exists a continuous one-parameter group \((\delta_{t})_{t>0}\) in \(\Aut(G)\) such that \((\delta_{t}^{0})(\exp^{-} \circ \delta_{t} \circ \exp)\) are diagonal and contractive. A probability measure \(\mu\) on \(G\) is called strongly \(\tau\)-decomposable if \((\mu =\nu\ast\tau(\mu))\) and \((\tau^{k} \rightarrow \varepsilon_{e})\) as \(k \rightarrow \infty\), where \(\nu \in M^{1}(G)\) and \(\varepsilon_{e}\) is the Dirac measure. A necessary and sufficient condition is given for \(\mu \in M^{1}(G)\) (Theorem 3.5). Next, selfdecomposability is defined. A probability measure \(\mu\) on \(G\) is selfdecomposable with respect to the continuous one-parameter group \(((\tau_{t})_{t>0} \subseteq \Aut(G))\), \(\tau_{t}\tau_{s}=\tau_{ts}\), if \(\mu\) is strongly \(\tau_{t}\)-decomposable for \(0 < t < 1\). A characterization of selfdecomposable probability measures is given (Theorem 4.7).