Convolution semigroups and central limit theorem associated with a dual convolution structure (Q1322915): Difference between revisions

For fixed parameters \(\alpha\geq\beta\geq-1/2\) the Jacobi functions \(\phi_ \lambda^{(\alpha,\beta)}\) generate a Sturm-Liouville hypergroup structure on the interval \([0,\infty[\). For certain parameters these hypergroups are isomorphic with the double coset hypergroups associated with the hyperbolic spaces. The first part of this paper generalizes slightly results of Flensted-Jensen and Koornwinder as follows: If the dual space \(K=\{\phi_ \lambda^{(\alpha,\beta)}: \lambda\in[0,\infty[\cup i\cdot[0,\rho]\}\) is identified with \([0,\infty[\cup i\cdot[0,\rho]\), then the subspace \(S:=[0,\infty[\cup i\cdot([0,s_ 0]\cup\{\rho\})\) of \(K\) carries a dual positive convolution structure where \(s_ 0\) is explicitly known. For details see the survey of \textit{T. H. Koornwinder} [Special functions: Group theoretical aspects and applications, Math. Appl., D. Reidel Publ. Co. 18, 1-85 (1984; Zbl 0584.43010)]. This dual convolution is studied in the second part of this paper from a probabilistic point of view. In particular, a Levy-Khinchin formula for convolution semigroups on \(S\) is derived, and infinitely divisible probability measures are investigated. Finally, a triangular central limit theorem for \(S\) is given. Its Gaussian limit distributions \(\mu_ t\) are characterized by the fact that their inverse Fourier transforms have the form \(\exp(-t\cdot b(x))\), where \(b\) is a quadratic form of the Jacobi hypergroup on \([0,\infty[\).