A NNALES DE L ’I. H. P., SECTION B
S. R. F OGUEL
Iterates of a convolution on a non abelian group
Annales de l’I. H. P., section B, tome 11, n
o2 (1975), p. 199-202
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Iterates of
aconvolution
on a non
abelian group
S. R. FOGUEL Hebrew University of Jerusalem
Ann. Inst. Henri Poincaré, Section B :
Calcul des Probabilités et Statistique.
ABSTRACT. - Sufficient conditions are studied
for v
*[[ --~
0when Il
is a
probability
measure and v isabsolutely
continuous withrespect
to the left Haar measure.RESUME. On etudie des conditions suflisantes pour que
~~
v *~u" ~~
-~ 0lorsque
est uneprobabilité
etlorsque
v est une mesure absolument conti-nue par
rapport
à la mesure de Haar àgauche.
NOTATION. - We shall use the notation of
[2] :
let G be alocally compact
group, which is notnecessarily
Abelian. Let ~, be its left Haar measure andMa
the two sided ideal of bounded measures which areabsolutely
conti-nuous with
respect
to ~, : see[2],
Theorem 19.18. Note thatMa
is identifiedwith
by
the RadonNikodym
Theorem.The convolution of two measures, i and
0,
isgiven by
and
if f is
a bounded measurable function thenLet ,u be a fixed
probability
measure. IfvEMa
then v * ~c EMa
andAnnales de l’Institut Henri Poincaré - Section B - Vol. XI, n° 2 - 1975.
Vol. XI, n° 2, 1975, p. 199-202.
200 S. R. FOGUEL
~c *
vEMa. Thus ~
acts as anoperator
onMa
and on =Ma .
Notethat if 03C4 is a non
negative
measure then~
i~ -
03C4,1 >.
Putn
= * ... *(n times), ,u°
- b theidentity.
THEOREM 1. Let
and ~
beprobability
measures with ,u * ~ = ~ * . Assume there is aninteger
h and a nonnegative
measure v,v(G)
>0,
such that >- v and,uh
>_ v * r~, thenProof
- Putwhere v
and 03B81
are nonnegative.
ThusContinue the same
computation
to obtainNow
Let us use
(1)
now to obtainand
by
an inductionargument
Annales de l’Institut Henri Poincaré - Section B
ITERATES OF A CONVOLUTION ON A NON ABELIAN GROUP 201
Thus
Now the first sum is smaller then
ý;;
see[3], p. 1632,
and1 )j~0j~~.
The
following Corollary
is included in[I],
Theorem V.I. Wepresent
it here since theproof
is very different. Let H be the center of G :if y
EH,
x E G then xy = yx. Denote
by bx
the Dirac measure at x. Thus ~= ~e
where ex = xe = x for all x E G. Let
Ho
be the set ofpoints
in H such that~cn
and~cn
*bx
are notmutually singular
for all n.If x E Ho
theneHo
too.COROLLARY 1. - Let the closed group
generated by Ho
be H. Let v be ameasure on H which is
absolutely
continuous withrespect
to theleft
Haarmeasure on H. Then
~~
v *~cn ~~
--~ 0provided v(H)
= 0.Proof By
the Hahn Banach Theorem it isenough
to show thatif f
isa bounded measurable function on H such
that (
v,f ~ - 0
whenever~~
v *~~
- 0 thenf
= Const. a. e. withrespect
to the left Haar measureon H.
Now if 0 is a measure on H and is
absolutely
continuous withrespect
to the left Haar measure on H
then, by
Theorem1,
if x EHo
thenThus
Now,
thisequality
remains true for the closedsubgroup generated by Ho namely
all of H.Thus f
= Const. a. e. withrespect
to the left Haar measure on H.Throughout
the rest of the paper we shall assume.ASSUMPTION 1. - The measures
,un
are notpairwise mutually singular.
Thus there exists two
integers n and k
and a nonnegative
measure vwith
v(G)
> 0 such that,u" > v,
v.Therefore
and we may use Theorem 1 with r~ =
COROLLARY 2.
If
and are notmutually singular
thenVol. XI, n° 2 - 1975.
202 S. R. FOGUEL
Remark. If k = 1 it follows that either
~~ I~
= 2 for all n or(~
--~ p. This « zero-two »law,
wasproved
in[3],
Theorem3.1,
forgeneral
Markovoperators
that areergodic
and conservative. In our casethe measure ~ induces a random walk which need not be neither
ergodic
nor conservative.
Now if
~)
2014~ 0 then thespectrum of J1
intersects the circum- ference of the unit circleonly
at thepoint
1: Let qJ be ahomomorphism
of the commutative Banach
Algebra generated by
p. ThenI
1 -]
- 0 hence eitherI ]
1 or = 1.By
Gelfand’sTheory
thespectrum of Jl,
even in the smalleralgebra,
touchesthe circumference of the unit circle
only
at 1. Inparticular : a f where a ~ ]
= 1 then a = 1.Let us conclude with :
Thus
if v
* 0and Ilk * , f
=f then (
v,f ) =
0.Conversely, put
A ={
v :v E Ma
and~i
v *0 ~. If (
v,f ) =
0for all v E A then
by Corollary 2 (
0 *(~ - J1k), f) =
0 for all 0 EMa.
Thus f = J1k * f a.
e. ~, and our result follows from the Hahn Banach Theo-rem.
Remark. - If k = 1 and the
Choquet-Deny
Theorem holdsnamely :
J1
* f
=f a.
e. ~,implies f
= Const. a. e. A then v E A if andonly
ifv(G) =
0.BIBLIOGRAPHY
[1] Y. GUIVARC’H, Croissance polynomiale et périodes des fonctions harmoniques.
Bull. Soc. Math. France, vol. 101, 1973, p. 333-379.
[2] E. HEWITT and K. A. Ross, Abstract harmonic analysis, Springer-Verlag, Berlin, 1963.
[3] D. ORNSTEIN and L. SUCHESTON, An operator theorem on L1 convergence to zero with applications to Markov kernels. Annals Math. Stat., vol. 41, 1970, p. 1631- 1639.
(Manuscrit t reçu le 7 février 1975).
Annales de l’Institut Henri Poincaré - Section B