Title of article :
Compound Poisson Processes and Levy Processes in Groups and Symmetric Spaces
Author/Authors :
David Applebaum، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
-382
From page :
383
To page :
0
Abstract :
A sample path description of compound Poisson processes on groups is given and applied to represent Lévy processes on connected Lie groups as almost sure limits of sequences of Brownian motions with drift interlaced with random jumps. We obtain spherically symmetric Levy processes in Riemannian symmetric spaces of the form M=G\K, where G is a semisimple Lie group and K is a compact subgroup by projection of symmetric horizontal Levy processes in G and give a straightforward proof of Gangolliʹʹs Levy–Khintchine formula for their spherical transform. Finally, we show that such processes can be realized in Fock space in terms of creation, conservation, and annihilation processes. They appear as generators of a new class of factorizable representations of the current group C(R +, G). In the case where M is of noncompact type, these Fock space processes are indexed by the roots of G and the natural action of the Weyl group of G induces a (send quantized) unitary equivalence between them.
Keywords :
Cartan decomposition , spherical function , spherical measure , spherical transform , horizontal Levy process , basic vector field , compound Poisson process , Fock space , current group , Brownian motion , Weyl group , Levy process , Iwasawa decomposition , Poisson random measure , Lie group , Hunt generator , Lie algebra , interlacing with jumps , Stochastic differential equation
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Serial Year :
2000
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Record number :
108253
Link To Document :
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