Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels

DOI10.1214/10-AOP604zbMath1237.60005arXiv1006.4711WikidataQ115240882 ScholiaQ115240882MaRDI QIDQ653311

David Applebaum

Publication date: 9 January 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.4711

zbMATH Keywords

transition densitypseudo differential operatorcompact Lie groupscentral measurescontinuous convolution semigroups

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov semigroups and applications to diffusion processes (47D07) Measures on groups and semigroups, etc. (43A05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (15)

Spectral functions of subordinate Brownian motion on closed manifolds: ⋮ On the equivalence of probability spaces ⋮ Sub-Feller semigroups generated by pseudodifferential operators on symmetric spaces of noncompact type ⋮ The positive maximum principle on Lie groups ⋮ Area-dependent quantum field theory ⋮ Transition densities and traces for invariant Feller processes on compact symmetric spaces ⋮ The cut-off phenomenon for Brownian motions on compact symmetric spaces ⋮ Probabilistic trace and Poisson summation formulae on locally compact abelian groups ⋮ Symmetries of Lévy processes on compact quantum groups, their Markov semigroups and potential theory ⋮ Pseudo-differential operators and Markov semigroups on compact Lie groups ⋮ Lévy copulae for financial returns ⋮ ASPECTS OF RECURRENCE AND TRANSIENCE FOR LÉVY PROCESSES IN TRANSFORMATION GROUPS AND NONCOMPACT RIEMANNIAN SYMMETRIC PAIRS ⋮ Markov processes with jumps on manifolds and Lie groups ⋮ Stationary Random Fields on the Unitary Dual of a Compact Group ⋮ Heat trace asymptotics of subordinate Brownian motion in Euclidean space

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