Infinite convolutions of probability measures on Polish semigroups

Abstract

This expository paper is intended for a short self-contained introduction to the theory of infinite convolutions of probability measures on Polish semigroups. We give the proofs of the Rees decomposition theorem of completely simple semigroups, the Ellis--\.Zelazko theorem, the convolution factorization theorem of convolution idempotents, and the convolution factorization theorem of cluster points of infinite convolutions.

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