Convolutions of random measures on a compact topological semigroup

We investigate the asymptotic behavior of a sequence of convolutionsv ⁽ⁿ ₁() ** _n (), where { _n } _n=1 is some random process taking values in a semigroupM ¹(S) of probability Borel measures on a compact topological semigroupS.     

Topological equivalence of Haar measures on compact groups

The existence of homeomorphisms establishign an isometry of normalized Haar measures on (metrizable) compact groups is studied. In the case of 0-dimensional groups, a complete answer is given in terms of the indices of open normal subgroups. For example, for the countable powers of the groups ℤ/(m) and ℤ/(n), the answer is affirmative if and only ifm andn have the same prime divisors. A certain class of extensions of 0-dimensional groups is also studied. Translated fromMatematicheskie Zametki, Vol. 68, No. 2, pp. 188–194, August, 2000.     

Central idempotent measures on connected locally compact groups

A measure μ of finite total variation on a locally compact group G is idempotent if μ 1 μ = μ, and is central if invariant under all inner automorphisms of G. Recent results of D. Rider and D. Ragozin concerning compact groups are combined with results of the authors for noncompact groups to determine all central idempotent measures on a connected G in terms of the structural features of G.     

Multidimensional covariant random fields on commutative locally compact groups

Homogeneous in the wide sense, covariant random fields on commutative local compact groups with values in finite-dimensional complex Hilbert spaces are considered. The general formula for the correlation operator of such a field is proved, as well as the spectral representation of the field itself in the form of a series of stochastic integrals with respect to orthogonal random measures.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 11, pp. 1505–1510, November, 1992.     

Ergodic and mixing random walks on locally compact groups

Mathematische Annalen -     

Ergodic measures of geodesic flows on compact Lie groups

Let Ψ be the geodesic flow associated with a two-sided invariant metric on a compact Lie group. In this paper, we prove that every ergodic measure μ of Ψ is supported on the unit tangent bundle of a flat torus. As an application, all Lyapunov exponents of μ are zero hence μ is not hyperbolic. Our underlying manifolds have nonnegative curvature (possibly strictly positive on some sections), whereas in contrast, all geodesic flows related to negative curvature are Anosov hence every ergodic measure is hyperbolic.     

High powers of random elements of compact Lie groups

Summary. If a random unitary matrix is raised to a sufficiently high power, its eigenvalues are exactly distributed as independent, uniform phases. We prove this result, and apply it to give exact asymptotics of the variance of the number of eigenvalues of falling in a given arc, as the dimension of tends to infinity. The independence result, it turns out, extends to arbitrary representations of arbitrary compact Lie groups. We state and prove this more general theorem, paying special attention to the compact classical groups and to wreath products. This paper is excerpted from the author's doctoral thesis, [9]. Received: 15 October 1995 / In revised form: 7 March 1996     

A characterization of Gaussian measures on locally compact Abelian groups

Let and be independent random variables having equal variance. In order that + and – be independent, it is necessary and sufficient that and have normal distributions. This result of Bernshtein [1] is carried over in [7] to the case when and take values in a locally compact Abelian group. In the present note, a characterization of Gaussian measures on locally compact Abelian groups is given in which in place of + and –, functions of and are considered which satisfy the associativity equation.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 759–762, November, 1977.     

Weakly infinitely divisible measures on some locally compact Abelian groups

On the torus group, on the group of p-adic integers, and on the p-adic solenoid, we give a construction of an arbitrary weakly infinitely divisible probability measure using a random element with values in a product of (possibly infinitely many) subgroups of ℝ. As a special case of our results, we have a new construction of the Haar measure on the p-adic solenoid.     

Convolutions of cantor measures without resonance

Denote by µ _a the distribution of the random sum \((1 - a)\sum\nolimits_{j = 0}^\infty {{w_j}{a^j}} \), where P(ω _j = 0) = P(ω _j = 1) = 1/2 and all the choices are independent. For 0 < a < 1/2, the measure µ _a is supported on C _a , the central Cantor set obtained by starting with the closed united interval, removing an open central interval of length (1 ? 2a), and iterating this process inductively on each of the remaining intervals. We investigate the convolutions µ _a * (µ _b ° S _λ ^?1 ), where S _λ (x) = λx is a rescaling map. We prove that if the ratio log b/ log a is irrational and λ ≠ 0, then

$D({\mu _a} * ({\mu _b} \circ S_\lambda ^{ - 1})) = \min ({\dim _H}({C_a}) + {\dim _H}({C_b}),1)$

, where D denotes any of correlation, Hausdorff or packing dimension of a measure.

We also show that, perhaps surprisingly, for uncountably many values of λ the convolution µ_1/4* (µ_1/3 ° S _λ ^?1 ) is a singular measure, although dim _H (C _1/4) + dim _H (C _1/3) > 1 and log(1/3)/ log(1/4) is irrational.     

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.     

Singular measures with absolutely continuous convolution squares on locally compact groups

Saeki's result states that on any locally compact nondiscrete group there exist continuous singular measures, with respect to the left Haar measure, with in for all . This paper gives a new and short proof of this using Rademacher-Riesz products.