Bessel convolutions on matrix cones: Algebraic properties and random walks

DOI10.1007/S10959-008-0186-2MaRDI QIDQ842399zbMATH OpenOpenAlexFDO

Authors Michael Voit

Publication date 25 September 2009

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0603017

zbMATH Keywords

strong law of large numbersCentral limit theoremBessel functions of matrix argumentshypergroup automorphismHypergroupsrandom walks on matrix conessquared Wishart distributionssubhypergroups

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Orthogonal polynomials and functions associated with root systems (33C52) Harmonic analysis on hypergroups (43A62) Harmonic analysis and spherical functions (43A90)

Abstract: Bessel-type convolution algebras of bounded Borel measures on the matrix cones of positive semidefinite $qimesq$-matrices over $mathbbR,mathbbC,mathbbH$ were introduced recently by R"osler. These convolutions depend on some continuous parameter, generate commutative hypergroup structures and have Bessel functions of matrix argument as characters. Here, we first study the rich algebraic structure of these hypergroups. In particular, the subhypergroups and automorphisms are classified, and we show that each quotient by a subhypergroup carries a hypergroup structure of the same type. The algebraic properties are partially related to properties of random walks on matrix Bessel hypergroups. In particular, known properties of Wishart distributions, which form Gaussian convolution semigroups on these hypergroups, are put into a new light. Moreover, limit theorems for random walks on these hypergroups are presented. In particular, we obtain strong laws of large numbers and a central limit theorem with Wishart distributions as limits.

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Cited in

(8)

• scientific article; zbMATH DE number 3973531 (Why is no real title available?)
• Probability on Matrix-Cone Hypergroups: Limit Theorems and Structural Properties
• Hypergroups and quantum Bessel processes of non-integer dimensions
• Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups
• Bessel convolutions on matrix cones
• Convolution algebras for multivariable Bessel functions
• Dispersion and limit theorems for random walks associated with hypergeometric functions of type \(BC\)
• Multiple decomposability of probabilities on contractible locally compact groups

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