Tail behavior for semigroups of measures on groups (Q1194479)
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English | Tail behavior for semigroups of measures on groups |
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Tail behavior for semigroups of measures on groups (English)
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27 September 1992
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Let \(G\) be a measurable group and let \(q\) be a measurable seminorm on \(G\). In this paper the authors prove the following theorem: Let \((\mu_ t)_{t\geq 0}\) be a continuous convolution semigroup fulfilling \(\lim_{t\to 0} \mu_ t\{q>s\}=0\) for \(s>0\) (\(\mu_ t\) is called \(q\)- continuous then). Then there exists a right-continuous non-negative function defined on \((0,\infty)\) such that \(t^{-1} \mu_ t\{q>s\}@>>t\to 0>\theta(s)\), for every continuity point \(s>0\). Using different methods a similar result was proved by the first named author and \textit{T. Zak} [Ann. Probab. 9, 211-220 (1981; Zbl 0462.60002)] for measurable vector spaces. The theorem is applied (Example 2) by studying stable processes on the Heisenberg group.
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infinitely divisible probability measures
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tail behaviour
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convolution semigroup
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stable processes
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Heisenberg group
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