
doi: 10.1007/bf02574078
Let \((X_n)\) be a sequence of independent random variables taking values in a topological semigroup \(S\). Let the probability measure \(\mu_n\) be the distribution of \(X_n\). The paper aims at determining conditions under which the non-homogeneous random walk \(X_{k + 1} X_{k + 2} \cdots X_n\) converges in distribution for all \(k \geq 0\). In terms of the sequence \((\mu_n)\) this amounts to finding conditions for the convolutions \(\mu_{k + 1} * \mu_{k + 2} * \cdots * \mu_n\) to converge weakly for all \(k\). -- From the abstract: `` \dots a measure \(\lambda\) on \(S\) is called a tail limit of \((\mu_n)\) if, for some subsequence of integers \((n_i)\), \(\mu_{k,n_i} = \mu_{k + 1} * \cdots * \mu_{n_i}\) converges weakly to \(\nu_k\) for all \(k\) and \(\lambda\) is a weak limit point of the sequence \((\nu_k)\). The main theorem of this paper characterizes the supports of the tail limits on compact completely simple semigroups. Some applications of the theorem and various open problems are discussed''.
nonhomogeneous random walk, Article, attractor, 510.mathematics, Analysis on topological semigroups, weak convergence, Measures on groups and semigroups, etc., Probability measures on groups or semigroups, Fourier transforms, factorization, completely simple semigroup, tail limit, convolution sequence
nonhomogeneous random walk, Article, attractor, 510.mathematics, Analysis on topological semigroups, weak convergence, Measures on groups and semigroups, etc., Probability measures on groups or semigroups, Fourier transforms, factorization, completely simple semigroup, tail limit, convolution sequence
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