Symmetry groups in \(d\)-space (Q1344820)

The authors show that any finite-dimensional compact (Lie) group of matrices is isomorphic to the symmetry group of a full probability measure. They construct a full probability measure whose symmetry group has as its tangent space the tangent space of a given group. There is a brief summary of the theory of operator-stable measures. An extended presentation of this topic is in the monograph ``Operator-limit distributions in probability theory'' by the reviewer and \textit{J. D. Mason} (Wiley, 1993).