English

Second quantisation for skew convolution products of infinitely divisible measures

Probability 2014-08-13 v2

Abstract

Suppose λ1\lambda_1 and λ2\lambda_2 are infinitely divisible Radon measures on real Banach spaces E1E_1 and E2E_2, respectively and let T:E1E2T:E_{1} \rightarrow E_{2} be a Borel measurable mapping so that T(λ1)ρ=λ2T(\lambda_1) * \rho = \lambda_2 for some Radon probability measure ρ\rho on E2E_{2}. Extending previous results for the Gaussian and the Poissonian case, we study the problem of representing the `transition operator' PT:Lp(E2,λ2)Lp(E1,λ1)P_{T}:L^{p}(E_{2}, \lambda_{2}) \rightarrow L^{p}(E_{1}, \lambda_{1}) given by PTf(x)=E2f(T(x)+y)dρ(y) P_{T}f(x) = \int_{E_{2}}f(T(x) + y)d\rho(y) %% d\rho(y) instead of \rho(dy) in order to unify notations as the second quantisation of a contraction operator acting between suitably chosen `reproducing kernel Hilbert spaces' associated with λ1\lambda_1 and λ2\lambda_2.

Keywords

Cite

@article{arxiv.1405.1276,
  title  = {Second quantisation for skew convolution products of infinitely divisible measures},
  author = {David Applebaum and Jan van Neerven},
  journal= {arXiv preprint arXiv:1405.1276},
  year   = {2014}
}

Comments

Some typos have been corrected. To appear in IDAQP

R2 v1 2026-06-22T04:07:13.482Z