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Convolution roots and embeddings of probability measures on Lie groups
Authors:S.G. Dani  M. McCrudden
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
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 View the MathML sourceth convolution roots of μ there exists a sequence {zi} of elements of G, centralising the support of μ, and such that View the MathML source 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].
Keywords:Probability measures   Convolution roots   Infinite divisibility   Embedding
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