Limits of commutative triangular systems on simply connected step 2-nilpotent Lie groups

We prove that on simply connected step 2-nilpotent Lie groupsG any limit of a commutative infinitesimals triangular system of probability measures which are either all symmetric or supported by some discrete subgroupH is infinitely divisible onG resp.H.     

On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups

The aim of this paper is to study the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups. We carry over a qualitative version of the Erdös-Rényi law of large numbers for Brownian motion to simply connected step 2-nilpotent Lie groups. The method applied gives rise to a proof for qualitative results concerning the modulus of continuity of Brownian motion on simply connected step 3-resp. step 2-nilpotent Lie groups without using the Ventsel-Freidlin theory as in Baldi.     

D-Domains of attraction of stable measures on stratified Lie groupsof attraction of stable measures on stratified Lie groups

LetG be a stratified Lie group and (_t)_{t 0} be a continuous convolution semigroup of probability measures onG. A probability measurev is said to belong to the -domain of attraction of ₁, if there exists a sequence (a _n ) of positive real numbers such that weakly, where ₁ denotes the natural dilation onG. We prove convergence criteria for discrete convolution semigroups. These are used to obtain a simple necessary and sufficient condition for the existence of sucha _n if (_t)_{t 0} has no Gaussian component. For the proof we introduce the notion of regularly varying measures onG and develop the necessary theory of regular variation.     

The domains of partial attraction of probabilities on groups and on vector spaces

It is shown that for exponential Lie groupsG the limit behavior of i.i.d. triangular arrays on the groupG and on the tangent spaceG coincide. This result is used to obtain a characterization of domains of partial attraction (resp. semistable attraction) on exponential (resp. simply connected nilpotent) Lie groups via the corresponding domains on the tangent space.     

Limit theorems for probability measures on simply connected nilpotent lie groups

LetX ₁,X ₂,... be i.i.d. random variables with values in a simply connected nilpotent Lie groupG. Assume the laws of to be weakly convergent to a probability measure onG, _n Aut(G), and (k _n)_n strictly increasing in. In this paper we want to characterize the possible limit laws. We obtain that every limit law is continuously embeddable and we prove a kind of functional limit theorem. Further, we study the connections between two different concepts of stability (resp. semistability) and limit laws. Finally, we describe the various domains of attraction of measures (resp. of convolution semigroups).     

A limit theorem for randomly stopped independent increment processes on separable metrizable groups

In the spirit of the classical random central limit theorem a general limit theorem for random stopping in the scheme of infinitesimal triangular arrays on a separable metrizable group is presented. The approach incorporates and generalizes earlier results for normalized sequences of independent random variables on both separable Banach spaces and simply connected nilpotent Lie groups originated by Siegel and Hazod, respectively. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A central limit theorem for normalized products of random matrices

This note concerns the asymptotic behavior of a Markov process obtained from normalized products of independent and identically distributed random matrices. The weak convergence of this process is proved, as well as the law of large numbers and the central limit theorem. This work was supported by the PSF Organization under Grant No. 2005-7-02, and by the Consejo Nacional de Ciencia y Tecnología under Grants 25357 and 61423.