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

DOI10.1016/0001-8708(81)90026-8zbMATH Open0469.60014OpenAlexW1977022511MaRDI QIDQ1157069FDOQ1157069

Authors: 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) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Fourier and Fourier-Stieltjes transforms on nonabelian groups and on semigroups, etc. (43A30)

Cites Work

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Cited In (23)

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

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