A Generalised Gangolli-Levy-Khintchine Formula for Infinitely Divisible Measures and Levy Processes on Semi-Simple Lie Groups and Symmetric Spaces

David Applebaum, Anthony Dooley

Published 2012-09-19, updated 2013-05-21Version 2

In 1964 R.Gangolli published a L\'{e}vy-Khintchine type formula which characterised $K$ bi-invariant infinitely divisible probability measures on a symmetric space $G/K$. His main tool was Harish-Chandra's spherical functions which he used to construct a generalisation of the Fourier transform of a measure. In this paper we use generalised spherical functions (or Eisenstein integrals) and extensions of these which we construct using representation theory to obtain such a characterisation for arbitrary infinitely divisible probability measures on a non-compact symmetric space. We consider the example of hyperbolic space in some detail.