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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 1, Pages 84–103 (Mi tvp2760)  

This article is cited in 6 scientific papers (total in 6 papers)

Limit theorems for compositions of distributions on some nilpotent Lie groups

A. D. Vircer

Moscow
Abstract: Let $X_1,X_2,\dots$ be a sequence of independent random elements of unipotent group $G$ (upper triangular matrices with 1's on the diagonal) with the same distribution $\mu$ on $G$. Asymptotical behaviour of the distribution $\mu^n$ of the product $X(n)=X_1X_2\dots X_n$ is studied.
It is shown that the distribution of the properly normalized product $X(n)$ weakly converges to the distribution of $Z(1)$, where $Z(t)$ is an invariant Brownian motion on some nilpotent Lie group $G_\mu$ with the same space as that of $G$ and the multiplication rule dependent on the measure $\mu$. Necessary and sufficient conditions are obtained for the two compositions $\mu_1^n$ and $\mu_2^n$ to come together as $n\to\infty$.
Received: 22.01.1973
English version:
Theory of Probability and its Applications, 1974, Volume 19, Issue 1, Pages 86–105
DOI: https://doi.org/10.1137/1119007
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. D. Vircer, “Limit theorems for compositions of distributions on some nilpotent Lie groups”, Teor. Veroyatnost. i Primenen., 19:1 (1974), 84–103; Theory Probab. Appl., 19:1 (1974), 86–105
Citation in format AMSBIB
\Bibitem{Vir74}
\by A.~D.~Vircer
\paper Limit theorems for compositions of distributions on some nilpotent Lie groups
\jour Teor. Veroyatnost. i Primenen.
\yr 1974
\vol 19
\issue 1
\pages 84--103
\mathnet{http://mi.mathnet.ru/tvp2760}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=385965}
\zmath{https://zbmath.org/?q=an:0308.60010}
\transl
\jour Theory Probab. Appl.
\yr 1974
\vol 19
\issue 1
\pages 86--105
\crossref{https://doi.org/10.1137/1119007}
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  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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