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

DOI10.1007/S11118-017-9664-4zbMATH Open1420.60004arXiv1703.00334OpenAlexW2593633883WikidataQ59612667 ScholiaQ59612667MaRDI QIDQ667734FDOQ667734

Authors: David Applebaum, Trang Le Ngan 

Publication date: 1 March 2019

Published in: Potential Analysis (Search for Journal in Brave)

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.

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

Recommendations

• Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces
• Transition density estimates for stable processes on symmetric spaces
• Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels
• A sharp criterion for the existence of the density in the product formula on symmetric spaces of type A\(_{n}\)
• A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces

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)

Cites Work

• Measure theory. Vol. I and II
• Analysis of spherical symmetries in Euclidean spaces
• Title not available (Why is that?)
• Harmonic analysis on commutative spaces
• The Laplacian on a Riemannian manifold. An introduction to analysis on manifolds
• Title not available (Why is that?)
• Probability on compact Lie groups. With a foreword by Herbert Heyer
• Title not available (Why is that?)
• Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels
• Positive Zonal Functions on Spheres
• Linear operators and their spectra
• Title not available (Why is that?)
• Representation of an isotropic diffusion as a skew product
• Title not available (Why is that?)
• Martingale transforms and their projection operators on manifolds
• Fourier series of smooth functions on compact Lie groups
• Title not available (Why is that?)
• A course in abstract harmonic analysis
• Probability measures on compact groups which have square-integrable densities
• Invariant measures on double coset spaces
• Some \(L^{2}\) properties of semigroups of measures on Lie groups
• The heat equation and modular forms
• Markov operators and their associated semi-groups
• Convolution semigroups of probability measures on Gelfand pairs
• Compound Poisson processes and Lévy processes in groups and symmetric spaces
• Lévy processes and their subordination in matrix Lie groups
• Isotropic infinitely divisible measures on symmetric spaces
• Dirichlet forms on symmetric spaces
• Lévy-Khinchin formula and existence of densities for convolution semigroups on symmetric spaces
• Spectral functions of subordinate Brownian motion on closed manifolds
• Some remarks on gaussian distributions on a lie group
• Invariant Markov Processes Under Lie Group Actions
• Noyau de diffusion sur les espaces homogènes compacts
• Convolution of probability measures on Lie groups and homogenous spaces

Cited In (2)

• The positive maximum principle on symmetric spaces
• \(L^2\) properties of Lévy generators on compact Riemannian manifolds

This page was built for publication: Transition densities and traces for invariant Feller processes on compact symmetric spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q667734)