On local integrability and transience of convolution semigroups of measures (Q749001): Difference between revisions

Let G be a locally compact abelian group and \((\mu_ t)_{t\geq 0}\) be a sub-Markovian, continuous convolution semigroup with corresponding negative-definite function \(\psi\). The Kesten-Ornstein criterion asserts: (i) \((\mu_ t)\) is transient iff (ii) Re 1/\(\psi\) is locally integrable w.r.t. the Haar measure on \(\hat G.\) The proof (i)\(\Rightarrow (ii)\) is purely analytic [see \textit{C. Berg} and \textit{G. Forst}, Potential theory on locally compact Abelian groups (1975; Zbl 0308.31001)] whereas for ``(ii)\(\Rightarrow (i)''\) a non-probabilistic proof was published first by \textit{M. Itô} [Nagoya Math. J. 92, 153-161 (1983; Zbl 0563.47031); with remarks on that paper in ibid. 102, 181-184 (1986; Zbl 0602.47030)]. In this paper, the authors present a new version of M. Itô's proof in a more self-contained form for compactly generated abelian locally compact groups. The main tools are clearly worked out and the standard reduction steps allow, using the structure theory of compactly generated groups, to reduce the problem to Poisson convolution semigroups on groups of the form \(G={\mathbb{R}}^ n\times {\mathbb{Z}}^ m\). Clearifying and supplementing some of M. Itô's arguments, the proof of the transience criterion is given.