Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas

DOI10.1016/J.JFA.2007.05.002MaRDI QIDQ2642070zbMATH OpenOpenAlexFDO

Authors Ph. Feinsilver, Gyula Pap

Publication date 20 August 2007

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2007.05.002

zbMATH Keywords

Brownian motion on a Lie groupcoordinates of the first and second kind for Lie groupsFourier transform of a probability measure on a locally compact group at a unitary representationHeisenberg groupSchrödinger algebraSchrödinger representationsplitting formulas

Mathematics Subject Classification ID

Measures on groups and semigroups, etc. (43A05) Fourier and Fourier-Stieltjes transforms on nonabelian groups and on semigroups, etc. (43A30) Markov semigroups and applications to diffusion processes (47D07) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Brownian motion (60J65)

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Cited in

(3)

• Fourier transform of random variables associated with the multi-dimensional Heisenberg Lie algebra
• The vacuum distributions of the truncated Virasoro fields are products of gamma distributions
• The \(n\)-dimensional quadratic Heisenberg algebra as a ``non-commutative \(\mathrm{sl}(2, \mathbb{C})\)

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