No label defined (Q4354367)

In this thesis, the author is concerned with several aspects of probability theory on commutative hypergroups as outlined in the recent monograph of W. R. Bloom and H. Heyer. In particular, contributions to the following fields of problems are given: (1) Generators of convolution semigroups, Gaussian measures, Levy measures, and a general Levy-Khintchine formula; (2) Central limit theorems for triangular arrays of direct products of one-dimensional Sturm-Liouville hypergroups; (3) Characterization of Gaussian processes as hypergroup-homogeneous Markov processes with continuous paths; (4) Properties of moment functions and Plancherel measures on Sturm-Liouville hypergroups. In particular the results on the first subject are remarkable, as the author is able to settle some problems concerning Levy-Khintchine formula for arbitrary commutative hypergroups for the first time. Some earlier approaches due to R. Lasser, W. R. Bloom, and P. Ressel are available under quite restrictive additional conditions only. The triangular central limit theorems are worked out for Sturm-Liouville hypergroups on \(\mathbb{R}^n \times \mathbb{R}^m_+\) of direct-product-type. These results are based on the previous work of the Tunis-school around H. Chebli and K. Trimèche. It should be noticed that the Tunis-school usually requires very strong moment conditions, while the results here are derived under their natural moment conditions (which are analogous to the classical ones on \((\mathbb{R}^n,+))\). During the course of this thesis, the author needs some deeper informations about moment functions and Plancherel measures on Sturm-Liouville hypergroups. Again, the author uses known techniques (now from H. Chebli and Hm. Zeuner) and improves them slightly. The final part of the thesis is devoted to a characterization of Gaussian processes as hypergroup-homogeneous Markov processes with continuous paths. The results on this subject are not completely satisfying due to (unnecessary) additional conditions on the underlying hypergroup. The subject is treated in its final form in the paper of the author and the reviewer [Homogeneous Markov processes and Gaussian processes on hypergroups (submitted for publication)].