Stochastics Seminar

Speaker: Dr. Ming Liao

Title:  Convolution of probability measures on Lie groups and homogeneous spaces, part 3

Abstract:  After a brief review, I will discuss the following result and its connection with stochastic processes:

A continuous convolution semigroup of probability measures on a Lie group G can be expressed as the convolution of its initial measure and a continuous convolution semigroup whose initial measure is the unit mass at the identity element.  A similar result holds on a homogeneous space G/K.