The concentration function problem for locally compact groups revisited: nondissipating space-time random walks, \(\tau\)-decomposable laws, and their continuous time analogues (Q2337046)

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The concentration function problem for locally compact groups revisited: nondissipating space-time random walks, \(\tau\)-decomposable laws, and their continuous time analogues
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    The concentration function problem for locally compact groups revisited: nondissipating space-time random walks, \(\tau\)-decomposable laws, and their continuous time analogues (English)
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    19 November 2019
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    Summary: The concentration function problem for locally compact groups is concerned with the structure of groups admitting adapted nondissipating random walks. It is closely related to discrete relatively compact M- or skew convolution semigroups and corresponding space-time random walks, and to \(\tau\)-decomposable laws, respectively, where \(\tau\) denotes an automorphism. Analogous results are obtained in the case of continuous time: nondissipating Lévy processes are related to relatively compact distributions of generalized Ornstein-Uhlenbeck processes and corresponding space-time processes and to \(T\)-decomposable laws, respectively with \(T =(\tau_t)\) denoting a continuous group of automorphisms acting as contracting mod. a compact subgroup.
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