Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact abelian groups

Sufficient conditions are given for the stable weak convergence of the row sums of an approximate martingale triangular array to a mixture of infinitely divisible distributions on a locally compact abelian group.     

Divisible statistics

We consider divisible statistics with values in locally compact Abelian groups. We describe the class of weak limits (including contigual alternatives) of distributions of divisible statistics. We give a survey of results for special schemes of divisible statistics: spacings, higher order spacings, coverings of a circle by random arcs, spacing-frequencies.Translated from Itogi Nauki i Tekhniki, Seriya Teoriya Veroyatnostie, Matematicheskaya Statistika, Teoreticheskaya Kibernetika, Vol. 26, pp. 97–149, 1988.     

Limit laws for power sums and norms of i.i.d. samples

We study the limit behavior of power sums and norms of i.i.d. positive samples from the max domain of attraction of an extreme value distribution. To this end, we combine limit theorems for sums and for maxima and use a link between extreme value theory and the Lévy measures of certain infinitely divisible laws, which are limit distributions of power sums. In connection with the von Mises representation of the Gumbel max domain of attraction, this new approach allows us to extend the limit results for power sums found in Ben Arous et al. (Probab Theory Relat Fields 132:579–612, 2005) and Bogachev (J Theor Probab 19:849–873, 2006). Furthermore, our findings shed a new light on the results of Schlather (Ann Probab 29:862–881, 2001) and treat the Gumbel case which is missing there.     

Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation

In a previous paper (Benaych-Georges in Related Convolution 2006), we defined the rectangular free convolution ?_λ. Here, we investigate the related notion of infinite divisibility, which happens to be closely related the classical infinite divisibility: there exists a bijection between the set of classical symmetric infinitely divisible distributions and the set of ?_λ -infinitely divisible distributions, which preserves limit theorems. We give an interpretation of this correspondence in terms of random matrices: we construct distributions on sets of complex rectangular matrices which give rise to random matrices with singular laws going from the symmetric classical infinitely divisible distributions to their ?_λ-infinitely divisible correspondents when the dimensions go from one to infinity in a ratio λ.     

Convolution roots and embeddings of probability measures on locally compact groups

We discuss some properties of nilpotent Lie groups and their application in proving the embedding theorem for infinitely divisible probability measures on locally compact groups.     

The structure of abelian pro-Lie groups

A pro-Lie group is a projective limit of a projective system of finite dimensional Lie groups. A prodiscrete group is a complete abelian topological group in which the open normal subgroups form a basis of the filter of identity neighborhoods. It is shown here that an abelian pro-Lie group is a product of (in general infinitely many) copies of the additive topological group of reals and of an abelian pro-Lie group of a special type; this last factor has a compact connected component, and a characteristic closed subgroup which is a union of all compact subgroups; the factor group modulo this subgroup is pro-discrete and free of nonsingleton compact subgroups. Accordingly, a connected abelian pro-Lie group is a product of a family of copies of the reals and a compact connected abelian group. A topological group is called compactly generated if it is algebraically generated by a compact subset, and a group is called almost connected if the factor group modulo its identity component is compact. It is further shown that a compactly generated abelian pro-Lie group has a characteristic almost connected locally compact subgroup which is a product of a finite number of copies of the reals and a compact abelian group such that the factor group modulo this characteristic subgroup is a compactly generated prodiscrete group without nontrivial compact subgroups.Mathematics Subject Classification (1991): 22B, 22E     

Higher homotopy of groups definable in o-minimal structures

It is known that a definably compact group G is an extension of a compact Lie group L by a divisible torsion-free normal subgroup. We show that the o-minimal higher homotopy groups of G are isomorphic to the corresponding higher homotopy groups of L. As a consequence, we obtain that all abelian definably compact groups of a given dimension are definably homotopy equivalent, and that their universal covers are contractible.     

A new look at Bergström’s theorem on convergence in distribution for sums of dependent random variables

In his 1972Periodica Mathematica Hungarica paper, H. Bergström stated a theorem on convergence in distribution for triangular arrays of dependent random variables satisfying, a ?-mixing condition. A gap in his proof of this theorem is explained and a more general version is proved under weakened hypotheses. The method used consists of comparisons between the given array and associated arrays which are parameterized by a truncation variable. In addition to the main theorem, this method yields a proof of equality of limiting finite-dimensional distributions for processes generated by the given associated arrays as well as the result that if a limit distribution for the centered row sums does exist, it must be infinitely divisible. Several corollaries to the main theorem specialize this result for convergence to distributions within certain subclasses of the infinitely divisible laws.     

Infinitely divisible probabilities on linearp-adic groups

In this paper we extend the work of Shah, on the structure of infinitely divisible probabilities onp-adic linear groups, to give a classification for all such probabilities.     

A characterization of the Poisson distribution

In 1976 the author of this note provided a characterization of the Poisson distribution in the set of infinitely divisible distributions. We give another characterization of the Poisson distribution in the set of infinitely divisible distributions.     

Limit theorems on locally compact Abelian groups

We prove limit theorems for row sums of a rowwise independent infinitesimal array of random variables with values in a locally compact Abelian group. First we give a proof of Gaiser's theorem [4, Satz 1.3.6], since it does not have an easy access and it is not complete. This theorem gives sufficient conditions for convergence of the row sums, but the limit measure cannot have a nondegenerate idempotent factor. Then we prove necessary and sufficient conditions for convergence of the row sums, where the limit measure can be also a nondegenerate Haar measure on a compact subgroup. Finally, we investigate special cases: the torus group, the group of p ‐adic integers and the p ‐adic solenoid. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Final group topologies,Kac-Moody groups and Pontryagin duality

We study final group topologies and their relations to compactness properties. In particular, we are interested in situations where a colimit or direct limit is locally compact, a k _ω-space, or locally k _ω. As a first application, we show that unitary forms of complex Kac-Moody groups can be described as the colimit of an amalgam of subgroups (in the category of Hausdorff topological groups, and the category of k _ω-groups). Our second application concerns Pontryagin duality theory for the classes of almost metrizable topological abelian groups, resp., locally k _ω topological abelian groups, which are dual to each other. In particular, we explore the relations between countable projective limits of almost metrizable abelian groups and countable direct limits of locally k _ω abelian groups.     

Toward the History of the Saint Petersburg School of Probability and Statistics. I. Limit Theorems for Sums of Independent Random Variables

This is the first in a series of reviews devoted to the scientific achievements of the Leningrad–St. Petersburg school of probability and statistics in the period from 1947 to 2017. It is devoted to limit theorems for sums of independent random variables—a traditional subject for St. Petersburg. It refers to the classical limit theorems: the law of large numbers, the central limit theorem, and the law of the iterated logarithm, as well as important relevant problems formulated in the second half of the twentieth century. The latter include the approximation of the distributions of sums of independent variables by infinitely divisible distributions, estimation of the accuracy of strong Gaussian approximation of such sums, and the limit theorems on the weak almost sure convergence of empirical measures generated by sequences of sums of independent random variables and vectors.     

Explicit determination of certain minimal constabelian codes

Constabelian codes can be viewed as ideals in twisted group algebras over finite fields. In this paper we study decomposition of semisimple twisted group algebras of finite abelian groups and prove results regarding complete determination of a full set of primitive orthogonal idempotents in such algebras. We also explicitly determine complete sets of primitive orthogonal idempotents of twisted group algebras of finite cyclic and abelian p-groups. We also describe methods of determining complete set of primitive idempotents of abelian groups whose orders are divisible by more than one prime and give concrete (numerical) examples of minimal constabelian codes, illustrating the above mentioned results.     

On the embeddability of certain infinitely divisible probability measures on Lie groups

We describe certain sufficient conditions for an infinitely divisible probability measure on a Lie group to be embeddable in a continuous one-parameter semigroup of probability measures. A major class of Lie groups involved in the analysis consists of central extensions of almost algebraic groups by compactly generated abelian groups without vector part. This enables us in particular to conclude the embeddability of all infinitely divisible probability measures on certain connected Lie groups, including the so called Walnut group. The embeddability is concluded also under certain other conditions. Our methods are based on a detailed study of actions of certain nilpotent groups on special spaces of probability measures and on Fourier analysis along the fibering of the extension.     

On the Almost Sure Central Limit Theorem for a Class of Z d -Actions

As an extension of earlier papers on stationary sequences, a concept of weak dependence for strictly stationary random fields is introduced in terms of so-called homoclinic transformations. Under assumptions made within the framework of this concept a form of the almost sure central limit theorem (ASCLT) is established for random fields arising from a class of algebraic Z ^d -actions on compact abelian groups. As an auxillary result, the central limit theorem is proved via Ch. Stein's method. The next stage of the proof includes some estimates which are specific for ASCLT. Both steps are based on making use of homoclinic transformations.     

Spectral synthesis in regular Banach algebras

We prove that every locally compact non-discrete abelian groupG contains a compact subsetE such thatA(E) — the restriction algebra ofA(G) toE — admits spectral synthesis, although it contains a closed, regular, self-adjoint subalgebra which is isomorphic to an algebra of infinitely differentiable functions on [−1, 1]. We also give some general results concerning the failure of spectral synthesis in regular Banach algebras. This paper is a part of the author’s Ph.D. thesis prepared at the Hebrew University of Jerusalem, under the supervision of Professor Y. Katznelson, to whom the author wishes to express his gratitude for his valuable remarks, and the interest he showed in the preparation of this paper.     

A free analogue of Hincin's characterization of infinite divisibility

Hincin characterized the class of infinitely divisible distributions on the line as the class of all distributional limits of sums of infinitesimal independent random variables. We show that an analogue of this characterization is true in the addition theory of free random variables introduced by Voiculescu.

     

Essential subgroups of topological groups

We study the class Wof Hausdorff topological groups Gfor which the following two cardinal invariants coincide

ES(G)=min{|H|:H≤ Gdense and essential}

TD(G)=min{|H|:H≤ Gtotally dense}

We prove that W contains the following classes:locally compact abelian groups, compact connected groups, countably compact totally discon¬nected abelian groups, topologically simple groups, locally compact Abelian groups when endowed with their Bohr topology, totally minimal abelian groups and free Abelian topological groups. For all these classes we are also able to giv ean explicit computation of the common value of ESand TD.     

Semi-self-decomposable distributions on Z<Subscript>+</Subscript>

We present a notion of semi-self-decomposability for distributions with support in Z ₊. We show that discrete semi-self-decomposable distributions are infinitely divisible and are characterized by the absolute monotonicity of a specific function. The class of discrete semi-self-decomposable distributions is shown to contain the discrete semistable distributions and the discrete geometric semistable distributions. We identify a proper subclass of semi-self-decomposable distributions that arise as weak limits of subsequences of binomially thinned sums of independent Z ₊-valued random variables. Multiple semi-self-decomposability on Z ₊ is also discussed.