Limit theorems on locally compact Abelian groups

Details Limit theorems on locally compact Abelian groups Limit theorems on locally compact Abelian groups

2007-02-04

arxiv.org/abs/math/0702078v1

Mathematics

Probability

26 pages, To appear in Mathematische Nachrichten

Scientific paper

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, 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 can not 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.

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