A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces (Q2346187): Difference between revisions

Let \(G\) be a connected semisimple Lie group and \(K\) a compact subgroup of \(G\). In [Acta Math. 111, 213--246 (1964; Zbl 0154.43804)], \textit{R. Gangolli} found an analogue of the well-known Lévy-Khinchin formula for \(K\)-bi-invariant infinitely divisible measures \(\mu\) on \(G\). Gangolli's proof is based on the theory of Harish-Chandra's spherical functions which is used to construct a generalization of the Fourier transform of a measure. The authors extend Gangolli's result to generally infinitely divisible measures on non-compact symmetric space without bi-invariance assumption. This problem is more complicated. Their approach is different from Gangolli's and use the construction of generalised Eisenstein integrals. Some applications are also considered.