A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces

DOI10.1214/13-AIHP570zbMath1353.60007arXiv1209.4217WikidataQ115240869 ScholiaQ115240869MaRDI QIDQ2346187

Anthony H. Dooley, David Applebaum

Publication date: 29 May 2015

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.4217

zbMATH Keywords

Lie groupsymmetric spaceLévy-Khinchin formulageneralised Eisenstein integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Fourier and Fourier-Stieltjes transforms on nonabelian groups and on semigroups, etc. (43A30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

Random transformations and invariance of semimartingales on Lie groups

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