Decomposition of convolution semigroups on Polish groups and zero-one laws (Q1093236)

Let \((\mu_ t)_{t\geq 0}\) be a continuous convolution semigroup of probability measures (c.c.s.) on a polish group G with Lévy measure \(\eta\). Moreover, let H be a measurable subgroup of G such that \(\mu_ t(H)>0\) for all \(t\geq 0\). Then the main result of this paper is the following decomposition theorem: There exist a unique c.c.s. \((\lambda_ t)_{t\geq 0}\) on G and a unique positive finite measure \(\rho\) on G such that \(\lambda_ t(H)=1\) for all \(t\geq 0\) and \(\rho (H)=0\); and \((\mu_ t)_{t\geq 0}\) is the perturbation of \((\lambda_ t)_{t\geq 0}\) by means of \(\rho\). Moreover, the restriction of \(\eta\) to H is the Lévy measure of \((\lambda_ t)_{t\geq 0}\); and \(\rho\) is the restriction of \(\eta\) to \(G\setminus H.\) A crucial role in the proof of this result is played by the resolvent measure \(\mu =\int^{\infty}_{0}e^{-t}\mu_ tdt\) of \((\mu_ t)_{t\geq 0}\) and by its \(L^ 1\)-space. This concept has been applied in the context of zero-one laws at first by \textit{T. Byczkowski} and \textit{A. Hulanicki} [Ann. Probab. 11, 685-691 (1983; Zbl 0523.60012)]. A preliminary version of the decomposition theorem was given by \textit{T. Byczkowski} and \textit{T. Zak} [in Lect. Notes Math. 1064, 23-35 (1984; Zbl 0538.60013)]. An improved version of their result, but still weaker than ours, is to be found in a forthcoming paper by \textit{H. Byczkowska} and \textit{I. Byczkowski} [Zero-one law for subgroups of paths of group valued stochastic processes (to appear in Studia Math.)]. As an application of the decomposition theorem we derive zero-one laws for normal c.c.s., for Gaussian c.c.s., and for semistable c.c.s.. This yields extensions of several zero-one laws known in the literature. [For a survey see: \textit{A. Janssen}, Lect. Notes Math. 1064, 551-563 (1984; Zbl 0542.60036).] Moreover we obtain characterizations of c.c.s. with discrete part of discrete c.c.s.. This generalizes previous results of the author [Rend. Mat. Appl., VII. Ser. 1, 219-236 (1981; Zbl 0478.60022)].