The Concentration Function Problem for Locally Compact Groups Revisited : Nondissipating Space-Time Random Walks, τ-Decomposable Laws, and Their Continuous Time Analogues

Abstract EN

The concentration function problem for locally compact groups is concerned with the structure of groups admitting adapted nondissipating random walks.

It is closely related to discrete relatively compact M- or skew convolution semigroups and corresponding space-time random walks, and to τ-decomposable laws, respectively, where τ denotes an automorphism.

Analogous results are obtained in the case of continuous time: nondissipating Lévy processes are related to relatively compact distributions of generalized Ornstein-Uhlenbeck processes and corresponding space-time processes and to T-decomposable laws, respectively with T=τt denoting a continuous group of automorphisms acting as contracting mod.

a compact subgroup.