Stable distributions on the Heisenberg group (Q1175857)
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English | Stable distributions on the Heisenberg group |
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Stable distributions on the Heisenberg group (English)
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25 June 1992
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Let \(H_ 1\) be the Heisenberg group of dimension 3. The author investigates the structure of possible full stable laws on \(H_ 1\). The possible norming automorphisms and stable laws were examined by \textit{T. Drisch} and \textit{L. Gallardo} [Probability measures on groups VII, Proc. Conf., Oberwolfach 1983, Lect. Notes Math. 1064, 56-79 (1984; Zbl 0548.60007)]. Here only automorphisms are considered without inner automorphisms in the canonical representation. On the other hand shifts are allowed. \(H_ 1\), the simplest noncommutative nilpotent group, is topologically isomorphic to \(\mathbb{R}^ 3\). Therefore stable laws on the group can be approximated by convolution products of probabilities which are operator stable on \(\mathbb{R}^ 3\) [reviewer, Probability measures on groups, Proc. 6th Conf., Oberwolfach 1981, Lect. Notes Math. 928, 183-211 (1982; Zbl 0492.60010)]. This observation leads to the main result: If \(g=(X,Y,Z)\) is a stable \(H_ 1\)-valued r.v., then \((X,Y)\) is operator stable on \(\mathbb{R}^ 2\) and the central part \(Z\) is decomposable into \(Z'+Z''\), where \(Z'\) is stable and \(Z''\) is representable by \((X,Y)\) as limit of the interaction of copies of \(X\) and \(Y\). Remark: The representation of \(Z''\) is related to a stochastic integral formula due to \textit{A. Hulanicki}, especially if \(X\) and \(Y\) are independent [Rend. Circ. Mat. Palermo, II. Ser. 1981, Suppl. 1, 153-162 (1981; Zbl 0475.60039)].
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stochastic integral formula
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operator-stable laws
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contracting automorphisms
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Heisenberg group
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convolution products of probabilities
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