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Limits of commutative triangular systems on simply connected step 2-nilpotent Lie groups

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Abstract

We prove that on simply connected step 2-nilpotent Lie groupsG any limit of a commutative infinitesimals triangular system of probability measures which are either all symmetric or supported by some discrete subgroupH is infinitely divisible onG resp.H.

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  1. Institut für Mathematische Statistik und Versicherungslehre, Universität Bern, Sidlerstrasse 5, 3012, Bern, Switzerland

    Daniel Neuenschwander

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  1. Daniel Neuenschwander
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Neuenschwander, D. Limits of commutative triangular systems on simply connected step 2-nilpotent Lie groups. J Theor Probab 5, 217–222 (1992). https://doi.org/10.1007/BF01046787

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  • DOI: https://doi.org/10.1007/BF01046787

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