Fourier analysis and limit theorems for convolution semigroups on a locally compact group

DOI10.1016/0001-8708(81)90026-8zbMath0469.60014OpenAlexW1977022511MaRDI QIDQ1157069

Eberhard Siebert

Publication date: 1981

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(81)90026-8

zbMATH Keywords

Fourier transformlocally compact groupconvolution semigroupcentral limit problemtriangular array of probability measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fourier and Fourier-Stieltjes transforms on nonabelian groups and on semigroups, etc. (43A30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (23)

Lévy processes and Fourier analysis on compact Lie groups. ⋮ \({\mathcal D}\)-domains of attraction of stable measures on stratified Lie groups ⋮ A Gaussian central limit theorem for trimmed products on simply connected step 2-nilpotent Lie groups ⋮ Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance ⋮ Matricial model for the free multiplicative convolution ⋮ The accuracy of Gaussian approximations in nilpotent Lie groups ⋮ Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas ⋮ Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group ⋮ Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups ⋮ Domains of attraction of stable semigroups on simply connected nilpotent Lie groups ⋮ Supports of holomorphic convolution semigroups and densities of symmetric convolution semigroups on a locally compact group ⋮ Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels ⋮ Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time ⋮ Limits of commutative triangular systems on simply connected step 2- nilpotent Lie groups ⋮ Uniqueness of embedding of Gaussian probability measures into a continuous convolution semigroup on simply connected nilpotent Lie groups ⋮ Uniqueness of embedding into a Gaussian semigroup and a Poisson semigroup with determinate jump law on a simply connected nilpotent Lie group ⋮ The domains of partial attraction of probabilities on groups and on vector spaces ⋮ Asymptotic properties of convolution operators and limits of triangular arrays on locally compact groups ⋮ Pseudo-differential operators and Markov semigroups on compact Lie groups ⋮ Two theorems on Poisson measures on a topological group ⋮ Convergence of semigroups of complex measures on a Lie group ⋮ Limit theorems for probability measures on simply connected nilpotent Lie groups ⋮ MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP

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