Abstract
Let G be a compact group and M1(G) be the convolution semigroup of all Borel probability measures on G with the weak topology. We consider a stationary sequence {μn}n=-∞+∞ of random measures μn=μn(ω) in M1(G) and the convolutions {Mathematical expression} and {Mathematical expression} We describe the sets Am+(ω) and An+(ω) of all limit points of vm,n(ω) as m→-∞ or n→+∞ and the set A∞(ω) of its two-sided limit points for typical realizations of {μn(ω)}n=-∞+∞. Using an appropriate random ergodic theorem we study the limit random measures ρn(±)(ω)=limk→∞ αn(±k)(ω).
Original language | English |
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Pages (from-to) | 523-538 |
Number of pages | 16 |
Journal | Journal of Theoretical Probability |
Volume | 8 |
Issue number | 3 |
DOIs | |
State | Published - 1 Jul 1995 |
Keywords
- Convolutions of measures
- compact group
- stationary process
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty