Über den Typenkonvergenzsatz auf zusammenhängenden Lie Gruppen. (On the convergence-of-types-theorem on connected Lie groups) (Q2639397)

The convergence-of-types-theorem for probabilities on finite-dimensional vector spaces asserts that for weakly convergent sequences \((\mu_ n)\), \((\nu_ n)\) of probabilities on \({\mathbb{R}}^ d\), such that \(\nu_ n=\tau_ n\mu_ n\), where \((\tau_ n: x\mapsto A_ nx+b_ n,\quad A_ n\in Aut({\mathbb{R}}^ d),\quad b_ n\in {\mathbb{R}}^ d)\) is a sequence of affine transformations, the fullness of the limit probabilities \(\mu\) and \(\nu\) implies relative compactness of \(\{\tau_ n\}.\) It is natural to ask for the validity of a generalization of this theorem for probabilities on locally compact groups. For nilpotent simply connected Lie groups this problem is solved by \textit{S. Nobel} and the author [Probability measures on groups IX, Proc. 9th Conf., Oberwolfach/FRG 1988, Lect. Notes Math. 1379, 90-106 (1989; Zbl 0684.60001)]. See also \textit{S. Nobel} [Limit theorems for probability measures on simply connected nilpotent Lie groups (1988; Zbl 0692.60006)]. In this paper the case of compact connected extensions of nilpotent Lie groups is treated. We begin with a possible definition of full measures on compact groups and obtain: If G is a compact connected Lie group, then the convergence-of-types-theorem is trivial (i.e. Aut(G) is compact) or false. Then we study connected nilpotent Lie groups which are not simply connected and finally compact semidirect extensions of simply connected nilpotent Lie groups. Due to the existence of non-trivial compact subgroups we obtain only restricted versions of the convergence-of-types- theorem.