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Limit theorems on locally compact Abelian groups
Author(s) -
Barczy Mátyás,
Bendikov Alexander,
Pap Gyula
Publication year - 2008
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.200510709
Subject(s) - mathematics , haar measure , abelian group , locally compact space , limit (mathematics) , measure (data warehouse) , locally compact group , pure mathematics , discrete mathematics , combinatorics , mathematical analysis , database , computer science
We prove limit theorems for row sums of a rowwise independent infinitesimal array of random variables with values in a locally compact Abelian group. First we give a proof of Gaiser's theorem [4, Satz 1.3.6], since it does not have an easy access and it is not complete. This theorem gives sufficient conditions for convergence of the row sums, but the limit measure cannot have a nondegenerate idempotent factor. Then we prove necessary and sufficient conditions for convergence of the row sums, where the limit measure can be also a nondegenerate Haar measure on a compact subgroup. Finally, we investigate special cases: the torus group, the group of p ‐adic integers and the p ‐adic solenoid. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)