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

Abstract

In 1964 R.Gangolli published a Levy-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.