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Centering problems for probability measures on finite dimensional vector spaces

Published 12 Jan 2010 in math.PR | (1001.1963v1)

Abstract: The paper deals with various centering problems for probability measures on finite dimensional vector spaces. We show that for every such measure there exists a vector $h$ satisfying $\mu*\delta(h)=S(\mu*\delta (h))$ for each symmetry $S$ of $\mu$, generalizing thus Jurek's result obtained for full measures. An explicit form of the $h$ is given for infinitely divisible $\mu$. The main result of the paper consists in the analysis of quasi-decomposable (operator-semistable and operator-stable) measures and finding conditions for the existence of a `universal centering' of such a measure to a strictly quasi-decomposable one.

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