Convolution Semigroups of Probability Measures on Gelfand Pairs, Revisited

Abstract

Our goal is to find classes of convolution semigroups on Lie groups G that give rise to interesting processes in symmetric spaces G/K. The K–bi–invariant convolution semigroups are a well–studied example. An appealing direction for the next step is to generalise to right K–invariant convolution semigroups, but recent work of Liao has shown that these are in one–to–one correspondence with K–bi–invariant convolution semigroups. We investigate a weaker notion of right K–invariance, but show that this is, in fact, the same as the usual notion. Another possible approach is to use generalised notions of negative definite functions, but this also leads to nothing new. We finally find an interesting class of convolution semigroups that are obtained by making use of the Cartan decomposition of a semisimple Lie group, and the solution of certain stochastic differential equations. Examples suggest that these are well–suited for generating random motion along geodesics in symmetric spaces.