Second order Riesz transforms on multiply-connected Lie groups and processes with jumps (Q345043)

Consider a multiply connected Lie group \({\mathbb G} = {\mathbb G}_x \times {\mathbb G}_y\), where \({\mathbb G}_x\) is a discrete abelian group having a finite set of generators, and \({\mathbb G}_y\) is a compact connected Lie group. The Laplace operator, written as the sum \(\Delta_z:=\Delta_x + \Delta_y\) of a discrete Laplacian \(\Delta_x\) on \({\mathbb G}_x\) and the Laplacian \(\Delta_y\) on \({\mathbb G}_y\), generates a continuous-time \({\mathbb G}\)-valued process \(Z_t=(X_t,Y_t)\), where \(X_t\) is a compound Poisson process on \({\mathbb G}_x\) and \(Y_t\) is Brownian motion on \({\mathbb G}_y\). Given a test function \(f\) on \({\mathbb G}\), the authors derive a probabilistic representation for the second order Riesz transform of \(f\), by writing it as the expected value of a transform of the martingale \(f(T-t,Z_t)\), where \(f(t,z)\) is the solution of the heat equation \(\partial_t f(t,z) = \Delta_z f(t,z)\) on \({\mathbb G}\). This representation extends the one established by \textit{R. F. Gundy} and \textit{N. T. Varopoulos} [C. R. Acad. Sci., Paris, Sér. A 289, 13--16 (1979; Zbl 0413.60003)] for functions on \({\mathbb R}^d\), and is used to derive sharp \(L^p\) estimates for a class of combinations of second order Riesz transforms on \({\mathbb G}\), extending previous results of the first author [Ark. Mat. 36, No. 2, 201--231 (1998; Zbl 1031.42009)] and \textit{R. Bañuelos} and \textit{F. Baudoin} [Potential Anal. 38, No. 4, 1071--1089 (2013; Zbl 1280.58022)] from the connected setting to the multiply connected setting.