Do non-strictly stable laws on positively graduated simply connected nilpotent Lie groups Lie in their own domain of normal attraction?

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Serval ID
serval:BIB_F816F54DFA36
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Do non-strictly stable laws on positively graduated simply connected nilpotent Lie groups Lie in their own domain of normal attraction?
Journal
Probability and Mathematical Statistics
Author(s)
Neuenschwander D.
ISSN
0208-4147
Publication state
Published
Issued date
2012
Peer-reviewed
Oui
Volume
32
Number
2
Pages
189-202
Language
english
Abstract
In the classical case of the real line, it is clear from the very definition that non-degenerate stable laws always belong to their own domain of normal attraction. The question if the analogue of this is also true for positively graduated simply connected nilpotent Lie groups (a natural framework for the generalization of the concept of stability to the non-commutative case) turns out to be non-trivial. The reason is that, in this case, non-strict stability is defined in terms of generating distributions of continuous one-parameter convolution semigroups rather than just for the laws themselves. We show that the answer is affirmative for non-degenerate (not necessarily strictly) alpha-dilation-stable laws on simply connected step 2-nilpotent Lie groups (so, e.g., all Heisenberg groups and all so-called groups of type H; cf. Kaplan [6]) alpha is an element of] 0, 1[ boolean OR ]1, 2]. The proof generalizes to positively graduated simply connected Lie groups which are nilpotent of higher step alpha is an element of]0, 1[.
Keywords
Domain of normal attraction, Stable semigroup, Simply connected nilpotent Lie group, Heisenberg group, Group of type H
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20/07/2017 10:16
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21/08/2019 5:16
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