The domains of partial attraction of probabilities on groups and on vector spaces |
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Authors: | W. Hazod H. P. Scheffler |
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Affiliation: | (1) Mathematisches Institut, Universität Dortmund, Postfach 500 500, D-4600 Dortmund 50, Germany |
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Abstract: | 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. |
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Keywords: | Convolution semigroups domains of partial attraction simply connected nilpotent Lie group tangent space stable laws |
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