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

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A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces
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    A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces (English)
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    29 May 2015
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    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.
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    Lie group
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    generalised Eisenstein integral
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    Lévy-Khinchin formula
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    symmetric space
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