Transition densities and traces for invariant Feller processes on compact symmetric spaces

DOI10.1007/S11118-017-9664-4MaRDI QIDQ667734zbMATH OpenOpenAlexWikidataFDO

Authors David Applebaum, Trang Le Ngan

Publication date 1 March 2019

Published in Potential Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1703.00334

zbMATH Keywords

Feller processsubordinationtraceLie groupsymmetric spacespherical functionconvolution semigrouptransition kernelFunk-Hecke theoremLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Harmonic analysis on homogeneous spaces (43A85) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Harmonic analysis on general compact groups (43A77)

Abstract: We find necessary and sufficient conditions for a finite $K$-bi-invariant measure on a compact Gelfand pair $(G,K)$ to have a square-integrable density. For convolution semigroups, this is equivalent to having a continuous density in positive time. When $(G,K)$ is a compact Riemannian symmetric pair, we study the induced transition density for $G$-invariant Feller processes on the symmetric space $X=G/K$. These are obtained as projections of $K$-bi-invariant L'{e}vy processes on $G$, whose laws form a convolution semigroup. We obtain a Fourier series expansion for the density, in terms of spherical functions, where the spectrum is described by Gangolli's L'evy-Khintchine formula. The density of returns to any given point on $X$ is given by the trace of the transition semigroup, and for subordinated Brownian motion, we can calculate the short time asymptotics of this quantity using recent work of Ba~nuelos and Baudoin. In the case of the sphere, there is an interesting connection with the Funk-Hecke theorem.

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Cited in

(2)

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