Probabilities on Simply Connected Nilpotent Lie Groups: On the Doeblin-Gnedenko Conditions for the Domain of Attraction of Stable Laws. With an Appendix on a New Proof of Siebert's Convergence Theorem for Generating Distributions

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Serval ID
serval:BIB_30C921912F9B
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Probabilities on Simply Connected Nilpotent Lie Groups: On the Doeblin-Gnedenko Conditions for the Domain of Attraction of Stable Laws. With an Appendix on a New Proof of Siebert's Convergence Theorem for Generating Distributions
Journal
International Journal of Pure and Applied Mathematics
Author(s)
Neuenschwander  D.
ISSN
1311-8080
Publication state
Published
Issued date
2009
Peer-reviewed
Oui
Volume
55
Number
2
Pages
187-199
Language
english
Abstract
The classical Doeblin-Gnedenko conditions characterizing the domain of attraction of a non-Gaussian stable law have been proved to be sufficient for completely non-Gaussian stable continuous convolution semigroups (c.c.s. for short) on simply connected nilpotent Lie groups by Carnal [2]. His method was a translation of the extreme-value-theoretic approach due to Le Page, Woodroofe, Zinn [11]. In the present note, we give a generalization of the classical proof for the sufficiency of these conditions. Together with Neuenschwander
[13] this yields the fact that in case every eigenvalue of the square matrix A has real part strictly greater than 1/2, then for a completely non-Gaussian {tA}t>0-stable (in the not necessarily strict sense) semigroup on simply connected nilpotent Lie groups, the analogue of the Doeblin-Gnedenko conditions in fact characterize the non-strict {tA}t>0-domain of attraction. We take this opportunity to state a new proof of Siebert's Convergence Theorem for c.c.s. and their generating distributions for the special case of simply connected nilpotent Lie groups and related results.
Keywords
stable semigroups, domains of attraction, nilpotent Lie groups, convergence of generating distributions
Create date
08/02/2010 17:09
Last modification date
21/08/2019 6:11
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