Stochastics Seminar

Speaker: Dr. Ming Liao

Title:  Convolution of probability measures on Lie groups and homogeneous spaces, part 3

Abstract:  A probability measure on a Lie group or a homogeneous space is called an infinitely divisible distribution if for any integer n > 0, it has an nth convolution root.  If a probability measure is the time one measure of a convolution semigroup, it is obviously infinitely divisible.  The converse of this statement, that is, whether any infinitely divisible distribution can be embedded in a continuous convolution semigroup (as time one measure), is much more challenging.  I will present the result of Dani-McCrudden's on Lie groups and my extension to homogeneous spaces, and mention some application.