English

Invertible Complex Measures on Euclidean Spaces

Probability 2025-06-12 v2 Functional Analysis

Abstract

In 1971 Taylor characterised all complex measures on R\mathbb{R} that are invertible with respect to convolution as those which can be written in the form δγσmexp(ν)\delta_\gamma \ast \sigma^{\ast m} \ast \exp(\nu) for some γR\gamma\in \mathbb{R}, some complex measure ν\nu, some mZm\in \mathbb{Z} and a given fixed invertible finite signed measure σ\sigma (which has characteristic function Rz(1+iz)/(1iz)\mathbb{R} \ni z \mapsto (1+i z)/(1-i z)). We extend Taylor's result to complex measures on Rn\mathbb{R}^n. Somewhat surprisingly, the structure of invertible complex measures on Rn\mathbb{R}^n is not much more complicated than that of complex measures on R\mathbb{R}, in the sense that they can be represented as δγσ1m1σpmpexp(ν)\delta_\gamma \ast \sigma_1^{\ast m_1} \ast \ldots \ast \sigma_p^{\ast m_p} \ast \exp(\nu) for some γRn\gamma \in \mathbb{R}^n, some complex measure ν\nu and m1,,mpZm_1,\ldots, m_p\in \mathbb{Z}, where the σi\sigma_i correspond to σ\sigma in the one-dimensional case and actually live on 11-dimensional subspaces of Rn\mathbb{R}^n. Our proof relies on a general result of Taylor for invertible complex measures on locally compact abelian groups. To apply Taylor's result, we extend some existing results for C\mathbb{C}-valued functions to functions with values in a semisimple commutative unital Banach algebra with connected Gelfand space. The study of invertible complex measures on Rn\mathbb{R}^n has some impact on the theory of quasi-infinitely divisible probability distributions on Rn\mathbb{R}^n.

Keywords

Cite

@article{arxiv.2506.09012,
  title  = {Invertible Complex Measures on Euclidean Spaces},
  author = {David Berger and Alexander Lindner},
  journal= {arXiv preprint arXiv:2506.09012},
  year   = {2025}
}
R2 v1 2026-07-01T03:09:31.101Z