In a previous article [11] we studied the central limit theorem for infinitesimal
triangular arrays of probability measures on a Lie group. Since the work of Berg [2]
and more recently of Bendikov [1] similar studies appeared to be urgent for the
infinite-dimensional torus group and beyond that for the class of Lie projective
groups which among others contains all compact groups. Consequently we started
extending the existing theory within the enlarged framework of Lie projective groups.
In the present contribution continuous convolution hemigroups (μ(s, t)) of probability
measures on a Lie projective group G are investigated with respect to generation,
representation and occurrence as limits of non-commutative infinitesimal triangular
arrays.
The layout of our exposition is as follows. In Section 2 some facts on Lie
projective groups G with Lie algebra [Lscr ](G), Lie system [Hfr ],
projective basis (Xi)i∈I and
corresponding projective weak coordinate system
(xi)i∈I
are collected to make the
reader familiar with the setting. Section 3 contains the basic methodical result yielding
the intended generalisations. It is shown in Proposition 3.3 that a hemigroup
(μ(s, t)) in the set [Mfr ]1(G) of probability
measures on G corresponds to a triplet (a, B, η) in the
set ℙbv(ℝ+, G) of characteristics of bounded
variation if and only if for each H∈[Hfr ] the
projection (pH(μ(s, t))) in
[Mfr ]1(G/H) corresponds to a certain triplet
(aH, BH, ηH)
in the set ℙbv(ℝ+, G/H).
Here the correspondence between hemigroups and triplets is
achieved via weak backward evolution equations with respect to
(Xi)i∈I and
(xi)i∈I
(see Definition 3.2). Applying the reduction method based on this result, the
convergence of infinitesimal arrays
{μn[lscr ][ratio ](n,[lscr ])∈ℕ2} in
[Mfr ]1(G) towards hemigroups
(μ(s, t)) of continuous weak bounded variation is proved in Section 4. In fact,
sufficient conditions involving the triplet (a, B, η) are given in
order that the sequence (μn (s, t))n[ges ]1 of
‘scaled’ convolution products
μn, kn(s)+1[midast ]…[midast ]
μn, kn(t) converges weakly
to (μ(s, t)). Moreover, necessary and sufficient conditions are
given for the limiting hemigroup to be a diffusion hemigroup. Section 5 is
devoted to the existence and uniqueness results leading to the
one-to-one correspondence between the set
ℙbv(ℝ+, G) and the set of hemigroups of
continuous weak bounded variation on G. In
Section 6 we illustrate the technique of Lie projectivity of the infinite-dimensional
torus group and of the p-adic solenoidal group. Moreover, we sketch a little-known
example of a hemigroup appearing in atomic physics and derive from it some thoughts
towards a perturbation theory for hemigroups.