Convolutions of random measures on a compact topological semigroup (Q919367)
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English | Convolutions of random measures on a compact topological semigroup |
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Convolutions of random measures on a compact topological semigroup (English)
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1990
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The sequence \((\mu_ n)\) is a random process taking values in the convolution semigroup of Borel probability measures on a compact topological semigroup S. The author investigates the asymptotic behavior of the convolution sequence \(\nu_ n=\mu_ 1*\mu_ 2*...*\mu_ n\). The results in this direction of this paper include the case when the \(\mu_ n's\) are i.i.d. Let M be the semigroup generated by the support F defined by \[ F=\{x\in S:\;\Pr (\mu_ n(N(x))>0\text{ for } every\quad open\quad N(x)\quad containing\quad x\}. \] Then the main result of this paper is that \(\nu_ n\) converges weakly almost surely iff M has a unique minimal left ideal and lim inf \((\sup p(\nu_ n))\) is almost sure nonempty. This extends a result due to the reviewer [see Trans. Am. Math. Soc. 225, 355-370 (1977; Zbl 0358.60009)].
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convolution semigroup of Borel probability measures
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