Convolution semigroups of stable distributions over a nilpotent Lie group (Q1805018): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:10, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convolution semigroups of stable distributions over a nilpotent Lie group |
scientific article |
Statements
Convolution semigroups of stable distributions over a nilpotent Lie group (English)
0 references
31 October 1995
0 references
Let \(G\) be a simply connected nilpotent Lie group, \({\mathcal G}\) its Lie algebra and \(\mu_ t\) be a weakly continuous convolution semigroup of probability distributions on \(G\) with infinitesimal generator \(L\). The first result is a representation theorem of \(L\) by means of a symmetric nonnegative matrix \(A\) on \({\mathcal G}\), a measure \(M\) on \({\mathcal G} - \{0\}\) with \(\int {| X |^ 2 \over 1 + | X |^ 2} dM(X) < \infty\) and a vector \(b \in{\mathcal G}\). More precisely, for any \(f \in C^ 2\) one has: \[ Lf(g) = {1 \over 2} \sum_{j, k} a_{j,k} X_ jX_ kf(g) + \sum_ j b_ j X_ jf(x) + \int \left( f(g \exp X) - f(g) - {Xf(g) \over 1 + | X |^ 2} \right) dM(X), \] and the triple \((A,M,b)\) uniquely determines the semigroup \(\mu_ t\). Furthermore, the author gives necessary and sufficient conditions on the triple \((A,M,B)\) in order that the semigroup \(\mu_ t\) be stable under a dilation \((\gamma_ r)_{r > 0}\).
0 references
simply connected nilpotent Lie group
0 references
convolution semigroup of probability distributions
0 references
infinitesimal generator
0 references
representation theorem
0 references