The structure of limit measures and their support on topological semigroups

DOI10.1007/BF02574078MaRDI QIDQ1905970zbMATH OpenFDO

Authors Mark B. Beintema, G. Budzban

Publication date 8 February 1996

Published in Semigroup Forum (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/135430

zbMATH Keywords

attractorcompletely simple semigroupconvolution sequencenonhomogeneous random walktail limitweak convergence

Mathematics Subject Classification ID

Analysis on topological semigroups (22A20) Measures on groups and semigroups, etc. (43A05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Review text

Let \((X_n)\) be a sequence of independent random variables taking values in a topological semigroup \(S\). Let the probability measure \(\mu_n\) be the distribution of \(X_n\). The paper aims at determining conditions under which the non-homogeneous random walk \(X_{k + 1} X_{k + 2} \cdots X_n\) converges in distribution for all \(k \geq 0\). In terms of the sequence \((\mu_n)\) this amounts to finding conditions for the convolutions \(\mu_{k + 1} * \mu_{k + 2} * \cdots * \mu_n\) to converge weakly for all \(k\). -- From the abstract: `` \dots a measure \(\lambda\) on \(S\) is called a tail limit of \((\mu_n)\) if, for some subsequence of integers \((n_i)\), \(\mu_{k,n_i} = \mu_{k + 1} * \cdots * \mu_{n_i}\) converges weakly to \(\nu_k\) for all \(k\) and \(\lambda\) is a weak limit point of the sequence \((\nu_k)\). The main theorem of this paper characterizes the supports of the tail limits on compact completely simple semigroups. Some applications of the theorem and various open problems are discussed.

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Cites work

• Convolution products of nonidentical distributions on a topological semigroup
• scientific article; zbMATH DE number 3709298 (Why is no real title available?)
• scientific article; zbMATH DE number 3552814 (Why is no real title available?)
• Measures on topological semigroups: Convolution products and random walks
• Necessary and sufficient conditions for the convergence of convolution products of non-identical distributions on finite Abelian semigroups
• Recurrent random walks in nonnegative matrices: Attractors of certain iterated function systems

Cited in

(4)

• Strong uniform convergence of composition sequences of probability measures on locally compact topological semigroups
• scientific article; zbMATH DE number 1829475 (Why is no real title available?)
• A Characterisation of Absolutely Continuous Measures on Topological Semigroups
• scientific article; zbMATH DE number 1021813 (Why is no real title available?)

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