Convolution products of probability measures on completely simple semigroups

Convolution products of probability measures are considered in the context of completely simple semigroups. Given a sequence of measures (μn) ⊂ Prob(S), where S is a finite completely simple semigroup, results are proven which (1) relate the supports of the measures in the sequence to the supports of the tail limit measures, and (2) determine necessary and sufficient conditions for convergence of the convolution products in the case of rectangular groups. An example showing how the theory can be used to analyze the convergence behavior of non-homogeneous Markov chains is included. © 2005 Elsevier Inc. All rights reserved.