Heat kernel analysis on Lie groups
action of infinitesimal translations on the chaos expansionanalysis on compact Lie groupsbased loop groupenveloping algebraergodicityHall's transformheat kernelheat semigroupItô mapLie algebrapinned Wiener measureSegal-Bargman's transform
Analysis on real and complex Lie groups (22E30) Loop groups and related constructions, group-theoretic treatment (22E67) Harmonic analysis on general compact groups (43A77) Hilbert spaces of continuous, differentiable or analytic functions (46E20) Applications of functional analysis in probability theory and statistics (46N30) Diffusion processes and stochastic analysis on manifolds (58J65)
The first part of this research exposition is devoted to a strong piece of analysis on compact Lie groups. Let \(K\) be a compact connected Lie group, with heat kernel \(\rho_t\) and heat semigroup \(P_t\). Denote by \(G\) its complexification, by \(\mu_t\) the heat kernel on \(G\), and by \({\mathcal G}\) the Lie algebra of \(G\). The Hall's transform generalizes Segal-Bargman's transform, and produces an analytic continuation \({\mathcal H}_tf\) of \(P_tf\) for each \(t>0\) and each \(f\in L^2(K,\rho_t(k)dk)\), with \({\mathcal H}_t\) being unitary from \(L^2(K,\rho_t(k) dk)\) onto \({\mathcal H}L^2(G,\mu_t(g)dg)\). Then, for \(h\) holomorphic in \({\mathcal H}L^2(G, \mu_t(g)dg)\), \(Vh:= \sum_{n\geq 0} D^nh(e)\) defines a linear form on the enveloping algebra over \({\mathcal G}\), and we have \[ \|h\|_2= \sum_{n\geq 0} {t^n\over n!} |D^n h(e)|^2_{({\mathcal G}^*)^{\otimes n}}; \] moreover, \(V\) is onto if \(G\) is simply connected. The first part is ended by a corollary characterizing \(V\circ{\mathcal H}_t\). The second part is devoted to proving an ergodicity result on the based loop group \({\mathcal L}\) over \(K\), endowed with its pinned Wiener measure \(\mathbb{P}_0\): if \(\text{Lie}(K)\) has an \(\text{Ad}(K)\)-invariant inner product and \(K\) is simply connected, and if \(F\), measurable from \({\mathcal L}\) into \(\mathbb{R}\) is \(\mathbb{P}_0\)-a.s. invariant under the right translations by any finite-energy loop, then \(F\) is \(\mathbb{P}_0\)-a.s. constant. The proof proceeds by reading the action of infinitesimal translations on the chaos expansion of \(F\) composed with the Itô map, and then needs the characterization of \(V\circ{\mathcal H}_t\) in the first part of this beautiful exposition. For the entire collection see [Zbl 0958.00033].
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