Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces (Q2641458)
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English | Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces |
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Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces (English)
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20 August 2007
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The authors derive first a Lévy-Khintchine formula for a generic continuous convolution semi-group \((\nu_t)\) on a generic symmetric space \(G/K\). Assuming then that the generator of \((\nu_t)\) has a nondegenerate diffusion part, they give an explicit expression of the density of \(\nu_t\), in terms of the harmonic analysis on \(G/K\), in the three basic types: compact, noncompact, Euclidean. Finally, they deduce a sufficient condition (roughly: the Lévy measure of \((\nu_t)\) is of order \(\text{dist}(K,\dot)^{-\beta}\) near \(K\), for \(\dim(G/K)< \beta<\dim (G/K)+2)\) ensuring that a continuous condition semi-group \((\nu_t)\) on a symmetric space \(G/K\) (of compact, noncompact, or Euclidean type) admits a density (having the expressions) given previously). The whole article is nice, and well written.
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Lévy measure
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