Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups (eBook, PDF)

Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups (eBook, PDF)

Structural Properties and Limit Theorems

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Generalising classical concepts of probability theory, the investigation of operator (semi)-stable laws as possible limit distributions of operator-normalized sums of i.i.d. random variable on finite-dimensional vector space started in 1969. Currently, this theory is still in progress and promises interesting applications. Parallel to this, similar stability concepts for probabilities on groups were developed during recent decades. It turns out that the existence of suitable limit distributions has a strong impact on the structure of both the normalizing automorphisms and the underlying group....

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