Convolution roots and embeddings of probability measures on Lie groups |
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Authors: | S.G. Dani M. McCrudden |
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Affiliation: | a School of Mathematics, Tata Institute of Fundamental Research, Homi Bhabha Road, Mumbai 400 005, India b MIMS, The University of Manchester, School of Mathematics, Sackville Street, Manchester M60 1QD, UK |
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Abstract: | We show that for a large class of connected Lie groups G, viz. from classC described below, given a probability measure μ on G and a natural number n, for any sequence {νi} of th convolution roots of μ there exists a sequence {zi} of elements of G, centralising the support of μ, and such that is relatively compact; thus the set of roots is relatively compact ‘modulo’ the conjugation action of the centraliser of suppμ. We also analyse the dependence of the sequence {zi} on n. The results yield a simpler and more transparent proof of the embedding theorem for infinitely divisible probability measures on the Lie groups as above, proved in [S.G. Dani, M. McCrudden, Embeddability of infinitely divisible distributions on linear Lie groups, Invent. Math. 110 (1992) 237-261]. |
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Keywords: | Probability measures Convolution roots Infinite divisibility Embedding |
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