Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces (Q2641458)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces
scientific article

    Statements

    Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces (English)
    0 references
    0 references
    0 references
    20 August 2007
    0 references
    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.
    0 references
    Lévy measure
    0 references

    Identifiers