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Journal of Theoretical Probability

, Volume 13, Issue 1, pp 65–83 | Cite as

Selfdecomposable Measures on Simply Connected Nilpotent Groups

  • Riddhi Shah
Article

Abstract

The concepts of class L measures and selfdecomposable measures are generalised from vector spaces to simply connected nilpotent groups G. It has been shown that any full class L (probability) measure μ on G can be decomposed as μ = μ1* ... *μn, where each μi is a selfdecomposable measure on a subgroup Gi; μ itself is selfdecomposable under certain additional conditions—for example, when μ is symmetric. This generalizes a well known result on vector spaces. Some examples of class L measures on G are also constructed.

nilpotent groups convolution product of probability measures selfdecomposable measures 

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© Plenum Publishing Corporation 2000

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  • Riddhi Shah

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