Related papers: Convolution of probability measures on Lie groups …

Let $G$ be a real Lie group, $\Lambda\subseteq G$ a lattice, and $X=G/\Lambda$. We fix a probability measure $\mu$ on $G$ and consider the left random walk induced on $X$. It is assumed that $\mu$ is aperiodic, has a finite first moment,…

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Here we extend the algebro-geometric approach to free probability, started in~\cite{FMcK4,F14}, to general (non)-commutative probability theories. We show that any universal convolution product of moments of independent (non)-commutative…

We construct and study the one-parameter semigroup of $\sigma$-finite measures ${\cal L}^{\theta}$, $\theta>0$, on the space of Schwartz distributions that have an infinite-dimensional abelian group of linear symmetries; this group is a…

In the second part of the paper we consider a convolution of probability measures on spaces of locally finite configurations (subsets of a phase space) as well as their connection with the convolution of the corresponding correlation…

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…

We characterize the absolute continuity of convolution products of orbital measures on the classical, irreducible Riemannian symmetric spaces $G/K$ of Cartan type $III$, where $G$ is a non-compact, connected Lie group and $K$ is a compact,…

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…

The density property for a Stein manifold X implies that the group of holomorphic diffeomorphisms of X is infinite-dimensional and, in a certain well-defined sense, as large as possible. We prove that if G is a complex semisimple Lie group…

The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…

A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…

Let $G$ be a semi-direct product $G=A\times_\phi K$ with $A$ Abelian and $K$ compact. We characterize spread-out probability measures on $G$ that are mixing by convolutions by means of their Fourier transforms. A key tool is a spectral…

Let L be a Lie group and Lambda a lattice in L. Suppose G is a non-compact simple Lie group realized as a Lie subgroup of L, and the image of G on L/Lambda is dense. Let c be a diagonalizable element of G not contained in a compact…

An invariant random subgroup $H \leq G$ is a random closed subgroup whose law is invariant to conjugation by all elements of $G$. When $G$ is locally compact and second countable, we show that for every invariant random subgroup $H \leq G$…

In this paper, we study the supports of measures in multiplicative free semigroups on the positive real line and on the unit circle. We provide formulas for the density of the absolutely continuous parts of measures in these semigroups. The…

We investigate convergence properties of discrete-time semigroup quantum dynamics, including asymptotic stability, probability and speed of convergence to pure states and subspaces. These properties are of interest in both the analysis of…

It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…

It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…

For a locally compact group $G$ and a compact subgroup $H$, we show that the Banach space $M(G/H)$ may be considered as a quotient space of $M(G)$. Also, we define a convolution on $M(G/H)$ which makes it into a Banach algebra. It may be…