Operator exponents of probability measures and Lie semigroups (Q1196953): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1176989817 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2020395347 / rank | |||
Normal rank | |||
Latest revision as of 23:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operator exponents of probability measures and Lie semigroups |
scientific article |
Statements
Operator exponents of probability measures and Lie semigroups (English)
0 references
16 January 1993
0 references
\(U\)-exponents of probability measure on a linear space are introduced. These are bounded linear operators, and it is shown that the set of all \(U\)-exponents form a Lie wedge for full measures on finite-dimensional spaces. This allows the construction of \(U\)-exponents commuting with the symmetry group of a measure. The set of all commuting exponents is described and elliptically symmetric measures are characterized in terms of their Fourier transforms. Also, self-decomposable measures are identified among those which are operator-self-decomposable. Finally, \(S\)-exponents of infinitely divisible measures are discussed.
0 references
\(U\)-exponents
0 references
symmetry group of a measure
0 references
self-decomposable measures
0 references
operator-self-decomposable
0 references
infinitely divisible measures
0 references
