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Search: MSC category 60B15 ( Probability measures on groups or semigroups, Fourier transforms, factorization )

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1. CJM 2011 (vol 64 pp. 1075)

Raja, Chandiraraj Robinson Edward
 A Stochastic Difference Equation with Stationary Noise on Groups We consider the stochastic difference equation $$\eta _k = \xi _k \phi (\eta _{k-1}), \quad k \in \mathbb Z$$ on a locally compact group $G$ where $\phi$ is an automorphism of $G$, $\xi _k$ are given $G$-valued random variables and $\eta _k$ are unknown $G$-valued random variables. This equation was considered by Tsirelson and Yor on one-dimensional torus. We consider the case when $\xi _k$ have a common law $\mu$ and prove that if $G$ is a distal group and $\phi$ is a distal automorphism of $G$ and if the equation has a solution, then extremal solutions of the equation are in one-one correspondence with points on the coset space $K\backslash G$ for some compact subgroup $K$ of $G$ such that $\mu$ is supported on $Kz= z\phi (K)$ for any $z$ in the support of $\mu$. We also provide a necessary and sufficient condition for the existence of solutions to the equation. Keywords:dissipating, distal automorphisms, probability measures, pointwise distal groups, shifted convolution powersCategories:60B15, 60G20

2. CJM 2007 (vol 59 pp. 795)

Jaworski, Wojciech; Neufang, Matthias
 The Choquet--Deny Equation in a Banach Space Let $G$ be a locally compact group and $\pi$ a representation of $G$ by weakly$^*$ continuous isometries acting in a dual Banach space $E$. Given a probability measure $\mu$ on $G$, we study the Choquet--Deny equation $\pi(\mu)x=x$, $x\in E$. We prove that the solutions of this equation form the range of a projection of norm $1$ and can be represented by means of a Poisson formula'' on the same boundary space that is used to represent the bounded harmonic functions of the random walk of law $\mu$. The relation between the space of solutions of the Choquet--Deny equation in $E$ and the space of bounded harmonic functions can be understood in terms of a construction resembling the $W^*$-crossed product and coinciding precisely with the crossed product in the special case of the Choquet--Deny equation in the space $E=B(L^2(G))$ of bounded linear operators on $L^2(G)$. Other general properties of the Choquet--Deny equation in a Banach space are also discussed. Categories:22D12, 22D20, 43A05, 60B15, 60J50

3. CJM 2006 (vol 58 pp. 691)

Bendikov, A.; Saloff-Coste, L.
 Hypoelliptic Bi-Invariant Laplacians on Infinite Dimensional Compact Groups On a compact connected group $G$, consider the infinitesimal generator $-L$ of a central symmetric Gaussian convolution semigroup $(\mu_t)_{t>0}$. Using appropriate notions of distribution and smooth function spaces, we prove that $L$ is hypoelliptic if and only if $(\mu_t)_{t>0}$ is absolutely continuous with respect to Haar measure and admits a continuous density $x\mapsto \mu_t(x)$, $t>0$, such that $\lim_{t\ra 0} t\log \mu_t(e)=0$. In particular, this condition holds if and only if any Borel measure $u$ which is solution of $Lu=0$ in an open set $\Omega$ can be represented by a continuous function in $\Omega$. Examples are discussed. Categories:60B15, 43A77, 35H10, 46F25, 60J45, 60J60

4. CJM 2004 (vol 56 pp. 431)

Rosenblatt, Joseph; Taylor, Michael
 Group Actions and Singular Martingales II, The Recognition Problem We continue our investigation in [RST] of a martingale formed by picking a measurable set $A$ in a compact group $G$, taking random rotates of $A$, and considering measures of the resulting intersections, suitably normalized. Here we concentrate on the inverse problem of recognizing $A$ from a small amount of data from this martingale. This leads to problems in harmonic analysis on $G$, including an analysis of integrals of products of Gegenbauer polynomials. Categories:43A77, 60B15, 60G42, 42C10
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