An explicit Lévy-Hinčin formula for convolution semigroups on locally compact groups (Q1124198): Difference between revisions

Let \((\mu_ t)_{t\geq 0}\) be a continuous convolution semigroup of probability measures on a locally compact group G. If G is a Lie group then Hunt has given an explicit Lévy-Hinčin representation for the infinitesimal generator N of \((\mu_ t)_{t\geq 0}\). The author proves a corresponding formula for a general group G. His approach relies heavily on the existence of a projective basis \((X_ i)_{i\in I}\) for the Lie algebra of G which has been established in his previous paper, Math. Z. 200, No.2, 279-292 (1989; Zbl 0645.22002). As an interesting byproduct he obtains a representation for Lévy mappings \(\Gamma\) on the space \({\mathcal D}(G)\) of test functions which in turn yields a short existence proof for \(\Gamma\). Now let \({\mathcal C}_ 2(G)\) denote the space of twice uniformly right differentiable real valued functions on G vanishing at infinity and let \((k_ i)_{i\in I}\) be a weak coordinate system in \({\mathcal D}(G)\). Then the main result of the paper can be formulated: (A) \({\mathcal C}_ 2(G)\) belongs to the domain of N, and there exist (uniquely) a vector \(r\in {\mathbb{R}}^ I\), a positive semi-definite symmetric real valued \(I\times I\) matrix \(\alpha\), and a Lévy measure \(\eta\) on G such that \[ (*)\quad Nf=\sum_{i\in I}r_ iX_ if+\sum_{i,j\in I}\alpha_{ij}X_ iX_ jf+\int [f_ y-f- \sum_{i\in I}k_ i(y)X_ if]\eta (dy) \] for all \(f\in {\mathcal C}_ 2(G).\) (B) Conversely, every operator N on \({\mathcal C}_ 2(G)\) defined by (*) is the restriction of the infinitesimal generator of a unique continuous convolution semigroup \((\mu_ t)_{t\geq 0}\) on G. The proof makes use of the well-known abstract decomposition of the generating functional of \((\mu_ t)_{t\geq 0}\) [cf. \textit{H. Heyer}, Probability measures on locally compact groups. (1977; Zbl 0376.60002), Ch. IV]. Finally, the author discusses the continuity of N on \({\mathcal C}_ 2(G)\) furnished with the norm \[ \| f\|_ 2=\| f\|_{\infty}+\sum_{i\in I}\| X_ if\|_{\infty}+\sum_{i,j\in I}\| X_ iX_ jf\|_{\infty}. \] The body of this paper is taken from the author's thesis [Differenzierbare Funktionen und Faltungshemigruppen auf einer lokalkompakten Gruppe. Univ. Tübingen (1986; Zbl 0632.60008.].