Aspects of Recurrence and Transience for Levy Processes in Transformation Groups and Non-Compact Riemannian Symmetric Pairs

Details Aspects of Recurrence and Transience for Levy Processes in Transformation Groups and Non-Compact Riemannian Symmetric Pairs Aspects of Recurrence and Transience for Levy Processes in Transformation Groups and Non-Compact Riemannian Symmetric Pairs

2011-03-21

arxiv.org/abs/1103.4004v1

Mathematics

Probability

Scientific paper

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent to the potential measure having finite mass on compact sets when the group acts transitively. It is known that all bi-invariant L\'{e}vy processes acting in irreducible Riemannian symmetric pairs of non-compact type are transient. We show that we also have "harmonic transience", i.e. local integrability of the inverse of the real part of the characteristic exponent which is associated to the process by means of Gangolli's L\'{e}vy-Khinchine formula.

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