Abstract
In this paper we present a number of sufficient conditions on a sequence of probability measuresµ n on a locally compact (second countable) Hausdorff topological semigroupS that guarantee the weak convergence of the sequence of convolution productsµ k,n ≡µ k + 1 *···*µ n (k<n), asn→∞, for allk≥0.
Similar content being viewed by others
References
Center, B, and Mukherjea, A. (1979). More on limit theorems for iterates of probability measures on semigroups and groups.Z. Wahrsch. verw. Gebiete 46, 259–275.
Csiszár, I. (1966). On infinite products of random elements and infinite convolutions of probability distributions on locally compact groups.Z. Wahrsch. verw. Gebiete 5, 279–295.
Maximov, V. M. (1968). Necessary and sufficient conditions for the convergence of non-identical distributions on a finite group.Theor. Prob. Appl. 13, 287–298.
Maximov, V. M. (1971). Composition convergent sequences of measures on compact groups.Theor. Prob. Appl. 16, 55–73.
Mukherjea, A. (1988).Convolution Products of Non-Identical Distributions on a Compact Abelian Semigroup, Lecture Notes in Mathematics, Vol. 1379, H. Heyer (ed.), Springer-Verlag, Berlin, pp. 217–241.
Mukherjea, A., and Tserpes, N. A. (1976).Measures on Topological Semigroups: Convolution Products and Random Walks, Lecture Notes in Mathematics, Vol. 547, Springer-Verlag, Berlin.
Ruzsa, Imre (1992). Infinite convolution of distributions on discrete commutative semigroups. To appear in “Probability Measures in Groups X,” Proc. of an Oberwolfach Conference, H. Heyer (ed.), Plenum, New York.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Budzban, G., Mukherjea, A. Convolution products of nonidentical distributions on a topological semigroup. J Theor Probab 5, 283–307 (1992). https://doi.org/10.1007/BF01046736
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01046736