Jacobi radial stable processes

DOI10.5802/AMBP.109MaRDI QIDQ1283591zbMATH OpenOpenAlexFDO

Authors Jean-Claude Gruet

Publication date 13 April 1999

Published in Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://www.numdam.org/item?id=AMBP_1998__5_2_39_0, https://eudml.org/doc/79201

zbMATH Keywords

hypergroupsJacobi functionsLévy measurestable processes

Mathematics Subject Classification ID

Harmonic analysis on hypergroups (43A62) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Infinitely divisible distributions; stable distributions (60E07)

Review text

This paper contains an interesting collection of results on stable processes on the Sturm-Liouville hypergroups associated with Jacobi functions. The results therefore also cover the case of radial stable processes on the noncompact symmetric spaces of rank one. Among other results, integral representations of the Lévy measures of stable processes are given. Moreover, the tails of these Lévy measures at \(\infty\) as well as the behavior at 0 are investigated. The paper is completed by some results on the associated domains of attraction.

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Cites work

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Cited in

(6)

• Convolution semigroups and central limit theorem associated with a dual convolution structure
• Towards a characterization of Markov processes enjoying the time-inversion property
• The heat semigroup for the Jacobi-Dunkl operator and the related Markov processes
• β-Jacobi processes
• On the anisotropic stable JCIR process
• The heat semigroup associated with the Jacobi–Cherednik operator and its applications

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