A Generalised Gangolli-Levy-Khintchine Formula for Infinitely Divisible Measures and Levy Processes on Semi-Simple Lie Groups and Symmetric Spaces

David Applebaum, Anthony Dooley

In 1964 R.Gangolli published a Lévy-Khintchine type formula which characterised $K$ bi-invariant infinitely divisible probability measures on a symmetric space $G/K$. His main tool…