The central limit problem on locally compact groups
The infinitesimal divisibility and embeddability of the limits of commutative infinitesimal triangular systems of probability measures on locally compact groups are studied. Let \(M^{1}(G)\) be the topological semigroup of all Borel probability measures on a locally compact group \(G\) with weak topology and the convolution operation and identity \(\delta_{e}\), Dirac measure at identity \(e \in G\). A triangular system \(\Delta = \{\mu_{ij} \in M^{1}(G)\mid i:\) natural number, \(1 \leq j \leq n_{i} \rightarrow \infty\}\) is said to be commutative if \( \forall i, \forall {j,k}; 1\leq j,k \leq n_{i}; \mu_{ij}\mu_{ik} = \mu_{ik}\mu_{ij}\) and \(\Delta\) converges to \(\mu \in M^{G}\) if \(\prod_{j = 1}^{n_{i}} \mu_{ij}\) converges to \(\mu\). For any \(\mu \in M^{1}(G)\), let \(I_{\mu}\) and \(I(\mu)\) be defined as \(I_{\mu}= \{x \in G \mid x\mu x^{-} = \mu\} \) and \(I(\mu) = \{x \in G \mid x\mu = \mu x = \mu\}.\) A probability measure \(\mu\) is said to be embeddable if there exists a continuous one-parameter family \(\{\mu_{t}\}_{t \geq 0}\) in \(M^{1}(G)\) such that \(\mu_{1} = \mu\). The first result is: Let \(G\) be a first countable locally compact group and \(\Delta\) be a commutative infinitesimal triangular system converging to \(\mu\). If either (a) \(G\) is totally disconnected or (b) \(\Delta\) is symmetric (that is, for any \(\mu_{ij} \in \Delta\) and any Borel set \(B\), \(\mu_{ij}(B) = \mu_{ij}(B^{-1})\)), then \(\mu\) is infinitesimally divisible in \(_{H}^{1}M(G(\mu)) = \omega_{H}M^{1}(G) \omega_{H}\) for some compact subgroup \(H \subset I(\mu)\), where \(\omega_{H}\) is the Haar measure of \(H\) and \(G(\mu)\) is the smallest closed subgroup of \(G\) containing Supp(\(\mu\)). Moreover, if \(G(\mu) \subset L\), where \(L\) is a compact extension of a solvable normal subgroup or \(L\) is an almost periodic group, then \(\mu\) is embeddable. A group \(G\) is almost periodic if all its finite-dimensional irreducible unitary representations separate points in \(G\). Also, some results of infinite divisibility are given.
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