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On the embeddability of certain infinitely divisible probability measures on Lie groups
Authors:S. G. Dani  Yves Guivarc’h  Riddhi Shah
Affiliation:1. School of Mathematics, Tata Institute of Fundamental Research, Mumbai, 400005, India
2. IRMAR, Université de Rennes 1, 35042, Rennes Cedex, France
3. School of Physical Sciences, Jawaharlal Nehru University, New Delhi, 110067, India
Abstract:We describe certain sufficient conditions for an infinitely divisible probability measure on a Lie group to be embeddable in a continuous one-parameter semigroup of probability measures. A major class of Lie groups involved in the analysis consists of central extensions of almost algebraic groups by compactly generated abelian groups without vector part. This enables us in particular to conclude the embeddability of all infinitely divisible probability measures on certain connected Lie groups, including the so called Walnut group. The embeddability is concluded also under certain other conditions. Our methods are based on a detailed study of actions of certain nilpotent groups on special spaces of probability measures and on Fourier analysis along the fibering of the extension.
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