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–Żelazko theorem, the convolution factorization theorem of convolution idempotents, and the convolution factorization theorem of cluster points of infinite convolutions.