English

Laplace operators on the cone of Radon measures

Probability 2015-06-02 v2

Abstract

We consider the infinite-dimensional Lie group G\mathfrak G which is the semidirect product of the group of compactly supported diffeomorphisms of a Riemannian manifold XX and the commutative multiplicative group of functions on XX. The group G\mathfrak G naturally acts on the space M(X)\mathbb M(X) of Radon measures on XX. We would like to define a Laplace operator associated with a natural representation of G\mathfrak G in L2(M(X),μ)L^2(\mathbb M(X),\mu). Here μ\mu is assumed to be the law of a measure-valued L\'evy process. A unitary representation of the group cannot be determined, since the measure μ\mu is not quasi-invariant with respect to the action of the group G\mathfrak G. Consequently, operators of a representation of the Lie algebra and its universal enveloping algebra (in particular, a Laplace operator) are not defined. Nevertheless, we determine the Laplace operator by using a special property of the action of the group G\mathfrak G (a partial quasi-invariance). We further prove the essential self-adjointness of the Laplace operator. Finally, we explicitly construct a diffusion process on M(X)\mathbb M(X) whose generator is the Laplace operator.

Keywords

Cite

@article{arxiv.1503.00750,
  title  = {Laplace operators on the cone of Radon measures},
  author = {Yuri Kondratiev and Eugene Lytvynov and Anatoly Vershik},
  journal= {arXiv preprint arXiv:1503.00750},
  year   = {2015}
}