Collapsible probability measures and concentration functions on lie groups

Dani, S. G. ; Shah, Riddhi (1997) Collapsible probability measures and concentration functions on lie groups Mathematical Proceedings of the Cambridge Philosophical Society, 122 (1). pp. 105-113. ISSN 0305-0041

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Official URL: http://journals.cambridge.org/action/displayAbstra...

Related URL: http://dx.doi.org/10.1017/S0305004196001223

Abstract

Given a locally compact group G and a probability measure [mu] on G it is of interest to know, in various situations, whether there exist divergent sequences {gn} such that {gn [mu]g[minus sign]1n is relatively compact (see for example [DM3] and [DS]); this phenomenon may be viewed as 'collapsing' of the measure. It is the purpose of this note to prove Theorem 1 below and give certain applications to the asymptotic behaviour of concentration functions.

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