Aspects of recurrence and transience for Lévy processes in transformation groups and noncompact Riemannian symmetric pairs

DOI10.1017/S1446788713000062zbMATH Open1277.60011arXiv1103.4004WikidataQ115335491 ScholiaQ115335491MaRDI QIDQ2861583FDOQ2861583

Authors: David Applebaum 

Publication date: 11 November 2013

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

Abstract: We study recurrence and transience for L'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent to the potential measure having finite mass on compact sets when the group acts transitively. It is known that all bi-invariant L'{e}vy processes acting in irreducible Riemannian symmetric pairs of non-compact type are transient. We show that we also have "harmonic transience", i.e. local integrability of the inverse of the real part of the characteristic exponent which is associated to the process by means of Gangolli's L'{e}vy-Khinchine formula.

Full work available at URL: https://arxiv.org/abs/1103.4004

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zbMATH Keywords

Lie groupsrecurrencetransiencespherical functiontransformation groupconvolution semigrouppotential measureharmonic transiencetransient Dirichlet spaceLévy processGangolli's Lévy-Khintchine formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Dirichlet forms (31C25) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Probabilistic potential theory (60J45)

Cites Work

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Cited In (6)

• The positive maximum principle on symmetric spaces
• A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces
• Sub-Feller semigroups generated by pseudodifferential operators on symmetric spaces of noncompact type
• Long time behavior of jump-diffusion processes on Riemannian manifolds
• Title not available (Why is that?)
• Probabilistic trace and Poisson summation formulae on locally compact abelian groups

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