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A gaussian central limit theorem for trimmed products on simply connected step 2-Nilpotent Lie groups
Authors:Daniel Neuenschwander
Institution:(1) Ingenieurschule Biel, Postfach 1180, CH-2501 Biel-Bienne
Abstract:A limit theorem due to J. Kuelbs and M. Ledoux, valid for dilatation-stable laws on type 2-Banach spaces, is carried over to stable laws on simply connected step 2-nilpotent Lie groupsG. We show that for products of i.i.d. random variables in the Iscr of attraction of a nondegenerate Iscr semigroup onG, where Iscr is a one-parameter automorphism group acting contracting onG, a certain ldquointermediaterdquo trimming procedure, together with a suitable norming, always yields a nondegenerate centered Gaussian limit.
Keywords:Trimmed products  stable semigroups  Gaussian semigroups  domains of attraction  nilpotent Lie groups  Heisenberg groups  groups of type H
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