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The domains of partial attraction of probabilities on groups and on vector spaces

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Abstract

It is shown that for exponential Lie groupsG the limit behavior of i.i.d. triangular arrays on the groupG and on the tangent spaceG coincide. This result is used to obtain a characterization of domains of partial attraction (resp. semistable attraction) on exponential (resp. simply connected nilpotent) Lie groups via the corresponding domains on the tangent space.

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Hazod, W., Scheffler, H.P. The domains of partial attraction of probabilities on groups and on vector spaces. J Theor Probab 6, 175–186 (1993). https://doi.org/10.1007/BF01046774

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