Abstract:
Let X1,X2,… be a sequence of independent random elements of unipotent group G (upper triangular matrices with 1's on the diagonal) with the same distribution μ on G. Asymptotical behaviour of the distribution μn of the product X(n)=X1X2…Xn is studied.
It is shown that the distribution of the properly normalized product X(n) weakly converges to the distribution of Z(1), where Z(t) is an invariant Brownian motion on some nilpotent Lie group Gμ with the same space as that of G and the multiplication rule dependent on the measure μ. Necessary and sufficient conditions are obtained for the two compositions μn1 and μn2 to come together as n→∞.
Citation:
A. D. Vircer, “Limit theorems for compositions of distributions on some nilpotent Lie groups”, Teor. Veroyatnost. i Primenen., 19:1 (1974), 84–103; Theory Probab. Appl., 19:1 (1974), 86–105