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

DOI10.1016/0001-8708(81)90026-8MaRDI QIDQ1157069zbMATH OpenOpenAlexFDO

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)

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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
• Matricial model for the free multiplicative convolution
• Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups
• 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
• A Gaussian central limit theorem for trimmed products on simply connected step 2-nilpotent Lie groups
• MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP
• 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
• Lévy processes and Fourier analysis on compact Lie groups.
• Asymptotic properties of convolution operators and limits of triangular arrays on locally compact groups

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