Embeddability of infinitely divisible distributions on Lie groups

DOI10.1007/S13226-024-00643-YMaRDI QIDQ6623992zbMATH OpenFDO

Authors S. G. Dani

Publication date 24 October 2024

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13226-024-00643-Y

zbMATH Keywords

connected Lie groupembeddinginfinite divisibility

Mathematics Subject Classification ID

Measures on groups and semigroups, etc. (43A05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Infinitely divisible distributions; stable distributions (60E07)

Review text

Given a locally compact group \(G\), a probability measure \(\mu\) on \(G\) is infinitely divisible if, for each \(n\in\mathbb{N}\), there exists a probability measure \(\lambda_n\) on \(G\) such that the \(n\)-fold convolution of \(\lambda_n\) is \(\mu\). Also, \(\mu\) is embeddable if there exists a one-parameter convolution semigroup \(\{\mu_t\}_{t\geq0}\) with \(\mu_1=\mu\). While every embeddable probability measure is infinitely divisible (with the choice \(\lambda_n=\mu_{1/n}\)), the converse is not true. The present paper offers a survey of results in this area, and in particular on conditions under which it is known that a probability measure on a connected Lie group is embeddable, and related results.

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