On the supports of absolutely continuous Gauss measures on connected Lie groups (Q796886)

For any locally compact topological group G let M(G) denote the topological semigroup of all probability measures on G, where M(G) is given the weak topology and the multiplication is convolution. By a Gauss semigroup on G is meant a homomorphism \(t\to \mu_ t\) of \({\mathbb{R}}^*_+\) (the strictly positive reals under addition) into M(G) such that (i) no \(\mu_ t\) is a point measure, (ii) for each neighbourhood V of 1\(\in G\), we have \((1/t)\mu_ t(G\backslash V)\to 0\) as \(t\downarrow 0\). It has been shown by \textit{E. Siebert} [ibid. 93, 239- 253 (1982; Zbl 0477.60008)] that given a Gauss semigroup on a connected Lie group G, either every measure \(\mu_ t\) is absolutely continuous w.r.t. Haar measure on G, or every \(\mu_ t\) is singular w.r.t. Haar measure on G. In the first case we say that \((\mu_ t)_{t>0}\) is an absolutely continuous Gauss semigroup on G. The main purpose in the present paper is to investigate the behaviour of the supports of an absolutely continuous Gauss semigroup on a connected Lie group in the case when G is either nilpotent or compact. The main results obtained are as follows. (i) If \((\mu_ t)_{t>0}\) is an absolutely continuous Gauss semigroup on a connected nilpotent Lie group G, then for all \(t\in {\mathbb{R}}^*_+\), \(S(\mu_ t)=G\) where \(S(\mu_ t)\) is the support of \(\mu_ t.\) (ii) If \((\mu_ t)_{t>0}\) is an absolutely continuous Gauss semigroup on a compact connected Lie group G, then there exists a closed analytic subgroup M of G such that \(S(\mu_ t)\to M\) as \(t\downarrow 0\), where convergence is in the Hausdorff metric on the closed subsets of G. If G is not Abelian we may select \((\mu_ t)_{t>0}\) so that the corresponding subgroup M is proper. Hence any compact connected non- Abelian Lie group admits an absolutely continuous Gauss semigroup which does not have common supports. (iii) There exists a four-dimensional compact connected Lie group G and an absolutely continuous Gauss semigroup \((\mu_ t)_{t>0}\) on G such that for some \(t_ 0\) we have \(\forall t\leq t_ 0\), \(1\not\in S(\mu_ t)\).