The central limit problem on locally compact groups (Q1293980)
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The central limit problem on locally compact groups (English)
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30 August 2000
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The infinitesimal divisibility and embeddability of the limits of commutative infinitesimal triangular systems of probability measures on locally compact groups are studied. Let \(M^{1}(G)\) be the topological semigroup of all Borel probability measures on a locally compact group \(G\) with weak topology and the convolution operation and identity \(\delta_{e}\), Dirac measure at identity \(e \in G\). A triangular system \(\Delta = \{\mu_{ij} \in M^{1}(G)\mid i:\) natural number, \(1 \leq j \leq n_{i} \rightarrow \infty\}\) is said to be commutative if \( \forall i, \forall {j,k}; 1\leq j,k \leq n_{i}; \mu_{ij}\mu_{ik} = \mu_{ik}\mu_{ij}\) and \(\Delta\) converges to \(\mu \in M^{G}\) if \(\prod_{j = 1}^{n_{i}} \mu_{ij}\) converges to \(\mu\). For any \(\mu \in M^{1}(G)\), let \(I_{\mu}\) and \(I(\mu)\) be defined as \(I_{\mu}= \{x \in G \mid x\mu x^{-} = \mu\} \) and \(I(\mu) = \{x \in G \mid x\mu = \mu x = \mu\}.\) A probability measure \(\mu\) is said to be embeddable if there exists a continuous one-parameter family \(\{\mu_{t}\}_{t \geq 0}\) in \(M^{1}(G)\) such that \(\mu_{1} = \mu\). The first result is: Let \(G\) be a first countable locally compact group and \(\Delta\) be a commutative infinitesimal triangular system converging to \(\mu\). If either (a) \(G\) is totally disconnected or (b) \(\Delta\) is symmetric (that is, for any \(\mu_{ij} \in \Delta\) and any Borel set \(B\), \(\mu_{ij}(B) = \mu_{ij}(B^{-1})\)), then \(\mu\) is infinitesimally divisible in \(_{H}^{1}M(G(\mu)) = \omega_{H}M^{1}(G) \omega_{H}\) for some compact subgroup \(H \subset I(\mu)\), where \(\omega_{H}\) is the Haar measure of \(H\) and \(G(\mu)\) is the smallest closed subgroup of \(G\) containing Supp(\(\mu\)). Moreover, if \(G(\mu) \subset L\), where \(L\) is a compact extension of a solvable normal subgroup or \(L\) is an almost periodic group, then \(\mu\) is embeddable. A group \(G\) is almost periodic if all its finite-dimensional irreducible unitary representations separate points in \(G\). Also, some results of infinite divisibility are given.
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locally compact group
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triangular system
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infinitesimal divisibility
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embeddability
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