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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 4, Pages 640–657 (Mi tvp4318)  

This article is cited in 1 scientific paper (total in 1 paper)

Nonhomogeneous semigroups of measures on compact Lie groups

V. M. Maksimov

Moscow
Abstract: A system of probability measures $\{P_{uv}\}$, $a\leq u\leq v\leq b$, on a group $G$ is called a non-homogeneous semi-group if
(i) $P_{uv}P_{uw}=P_{uw}$;
(ii) $P_{t,t+\Delta}\to\delta (e)$ weakly ($\delta (e)$ is the degenerate distribution concentrated at the identity element of $G$);
(iii) $P_{tt}=\delta (e)$, $a\leq t\leq b$. Semi-groups generate stochastically continuous processes with independent increments on $G$ and vice versa.
In the paper, it is proved that for the existence (at each point $t$, $a\leq t\leq b$) of the generator of $P_{t,t+\Delta}$ ($\Delta\to 0$) on $C_2$ it is necessary and sufficient that the Fourier coefficients of measures $P_{uv}$ be continuously differentiable in $u$ and $v$. The generator is then a Hant operator.
Received: 14.04.1971
English version:
Theory of Probability and its Applications, 1973, Volume 17, Issue 4, Pages 601–619
DOI: https://doi.org/10.1137/1117074
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Maksimov, “Nonhomogeneous semigroups of measures on compact Lie groups”, Teor. Veroyatnost. i Primenen., 17:4 (1972), 640–657; Theory Probab. Appl., 17:4 (1973), 601–619
Citation in format AMSBIB
\Bibitem{Mak72}
\by V.~M.~Maksimov
\paper Nonhomogeneous semigroups of measures on compact Lie groups
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 4
\pages 640--657
\mathnet{http://mi.mathnet.ru/tvp4318}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=317365}
\zmath{https://zbmath.org/?q=an:0315.60007}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 4
\pages 601--619
\crossref{https://doi.org/10.1137/1117074}
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  • This publication is cited in the following 1 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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