Operator exponents of probability measures and Lie semigroups (Q1196953)
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scientific article; zbMATH DE number 89801
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| English | Operator exponents of probability measures and Lie semigroups |
scientific article; zbMATH DE number 89801 |
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Operator exponents of probability measures and Lie semigroups (English)
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16 January 1993
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\(U\)-exponents of probability measure on a linear space are introduced. These are bounded linear operators, and it is shown that the set of all \(U\)-exponents form a Lie wedge for full measures on finite-dimensional spaces. This allows the construction of \(U\)-exponents commuting with the symmetry group of a measure. The set of all commuting exponents is described and elliptically symmetric measures are characterized in terms of their Fourier transforms. Also, self-decomposable measures are identified among those which are operator-self-decomposable. Finally, \(S\)-exponents of infinitely divisible measures are discussed.
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\(U\)-exponents
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symmetry group of a measure
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self-decomposable measures
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operator-self-decomposable
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infinitely divisible measures
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0.8181930780410767
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0.7973907589912415
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0.7973907589912415
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0.7568557262420654
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