{ "id": "1508.07476", "version": "v1", "published": "2015-08-29T16:49:27.000Z", "updated": "2015-08-29T16:49:27.000Z", "title": "Convolution of probability measures on Lie groups and homogenous spaces", "authors": [ "Ming Liao" ], "categories": [ "math.PR" ], "abstract": "We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial measure and a continuous convolution semigroup with initial measure at the identity of G or the origin of G/K. We will also obtain an extension of Dani-McCrudden's result on embedding an infinitely divisible probability measure in a continuous convolution semigroup on a Lie group to a homogeneous space.", "revisions": [ { "version": "v1", "updated": "2015-08-29T16:49:27.000Z" } ], "analyses": { "subjects": [ "60B15" ], "keywords": [ "lie group", "continuous convolution semigroup", "homogenous spaces", "initial measure", "compact subgroup" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv150807476L" } } }