{ "id": "1209.4217", "version": "v2", "published": "2012-09-19T12:00:45.000Z", "updated": "2013-05-21T13:32:29.000Z", "title": "A Generalised Gangolli-Levy-Khintchine Formula for Infinitely Divisible Measures and Levy Processes on Semi-Simple Lie Groups and Symmetric Spaces", "authors": [ "David Applebaum", "Anthony Dooley" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v2", "updated": "2013-05-21T13:32:29.000Z" } ], "analyses": { "keywords": [ "infinitely divisible probability measures", "symmetric space", "semi-simple lie groups", "generalised gangolli-levy-khintchine formula", "infinitely divisible measures" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }