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# A positive radial product formula for the Dunkl kernel

## 1. Introduction

Along with addition formulas, product formulas have always been a challenging topic in the area of one-variable special functions. Typically, positive product formulas are obvious for particular parameters from a group theoretical background (when e.g. the functions under consideration have an interpretation as the spherical functions of a Gelfand pair), but it is difficult to obtain a generalization to larger classes of parameter values. For special functions in several variables such questions seem to be even more intricate. One open conjecture in this direction concerns positive product formulas for multivariable Bessel functions associated with root systems, provided all multiplicity parameters are nonnegative. In the present paper, we prove a partial result towards a positive product formula for multivariable Bessel functions on a Weyl chamber, namely a positive radial product formula for the non-symmetric counterpart of the generalized Bessel function, the Dunkl kernel. This kernel is the analogue of the usual exponential function in the theory of rational Dunkl operators as developed in  \- . To become more precise, let us briefly introduce our setting. Let $`R`$ be a (reduced, not necessary crystallographic) root system in $`^N,`$ equipped with the standard Euclidean inner product $`.,.,`$ i.e. R$`^N\{0\}`$ is finite with $`R\alpha =\{\pm \alpha \}`$ and $`\sigma _\alpha (R)=R`$ for all $`\alpha R`$, where $`\sigma _\alpha `$ denotes the reflection in the hyperplane perpendicular to $`\alpha `$. We assume $`R`$ to be normalized such that $`\alpha ,\alpha =2`$ for all $`\alpha R`$. This simplifies formulas, but is no loss of generality for our purposes. Further let $`G`$ denote the finite reflection group generated by $`\{\sigma _\alpha ,\alpha R\}`$ and let $`k:R`$ be a fixed multiplicity function on $`R,`$ i.e. a function which is constant on the orbits under the action of $`G`$. We shall always assume that $`k`$ is non-negative, i.e. $`k(\alpha )0`$ for all $`\alpha R`$. The first-order rational Dunkl operators attached to $`G`$ and $`k`$ are defined by

(1.1)
$$T_\xi (k)f(x)=_\xi f(x)+\underset{\alpha R_+}{}k(\alpha )\alpha ,\xi \frac{f(x)f(\sigma _\alpha x)}{\alpha ,x},x,\xi ^N.$$

Here $`_\xi `$ denotes the derivative in direction $`\xi `$ and $`R_+`$ is some fixed positive subsystem of $`R`$. The definition is independent of the special choice of $`R_+`$, thanks to the $`G`$-invariance of $`k`$. As first shown in , the $`T_\xi (k),\xi ^N`$ generate a commutative algebra of differential-reflection operators. This is the foundation for rich analytic structures related with them. In particular, there exists a counterpart of the usual exponential function, called the Dunkl kernel, and an analogue of the Euclidean Fourier transform with respect to this kernel. The Dunkl kernel $`E_k`$ is holomorphic on $`^N\times ^N`$ and symmetric in its arguments. Similar to the situation for spherical functions on a Riemannian symmetric space, the function $`E_k(.,y)`$ with fixed spectral parameter $`y^N`$ may be characterized as the unique analytic solution of the joint eigenvalue problem

(1.2)
$$T_\xi (k)f=\xi ,yf\text{for all }\xi ^N,f(0)=1,$$

c.f. . Apart from the trivial case $`k=0`$, where $`E_k(x,y)=e^{x,y}`$, the kernel $`E_k`$ is explicitly known in very few cases only. These include the rank-one case (see Section 2.3.) as well as the symmetric group $`G=S_3`$ (). The reflection invariant counterpart of $`E_k`$ is the so-called generalized Bessel function

$$J_k(x,y)=\frac{1}{|G|}\underset{gG}{}E_k(gx,y),$$

which has been first studied in . It is $`G`$-invariant in both arguments and naturally considered on the Weyl chambers of $`G`$. If the rank of $`R`$ is one, then $`J_k`$ coincides with a usual Bessel function. In particular cases, all being related with Weyl groups and certains half-integer multiplicity parameters, generalized Bessel functions can be given an interpretation as the spherical functions of a Euclidean-type symmetric space. We shall have a closer look on these examples in the appendix, Section 7. In these cases, and for all non-negative multiplicity-parameters in the rank-one case, the generalized Bessel functions $`J_k`$ have a positive product formula of the form

(1.3)
$$J_k(x,z)J_k(y,z)=_{\overline{C}}J_k(\xi ,z)𝑑\nu _{x,y}^k(\xi )\text{for all }z^N.$$

Here $`\overline{C}`$ is the topological closure of the Weyl chamber

$$C=\{x^N:\alpha ,x>0\text{for all }\alpha R_+\},$$

and the $`\nu _{x,y}^k`$ are compactly supported probability measures on $`\overline{C}`$. It is conjectured that a positive product formula of the form (1.3) should in fact be valid for arbitrary reflection groups and non-negative multiplicity parameters. In that case, one would obtain a positivity-preserving convolution of regular bounded Borel measures on the chamber $`\overline{C}`$ when defining the convolution of point measures according to $`\delta _x_k\delta _y:=\nu _{x,y}^k`$. In the special cases mentioned above, this convolution induces the structure of a commutative hypergroup on $`\overline{C}`$, and we conjecture that this should be true in general (for non-negative multiplicities). Roughly speaking, a hypergroup consists of a locally compact Hausdorff space $`H`$ together with a positivity-preserving convolution on the space of regular bounded Borel measures on $`H`$, which allows one to carry over the harmonic analysis on a locally compact group to a large extent. The hypergroup setting in particular includes double coset spaces $`G//H`$ with $`H`$ a compact subgroup of a locally compact group $`G`$. For an introduction to the subject, the reader is referred to  or .

As already indicated, the generalized exponential function $`E_k`$ is of particular interest as it gives rise to an integral transform on $`^N`$, commonly called the Dunkl transform. On suitable function spaces, this transform maps Dunkl operators to multiplication operators. The Dunkl transform provides a natural generalization of the usual Euclidean Fourier transform, to which it reduces in case $`k=0`$. It is another open question whether the Dunkl transform admits an interpretation as the Gelfand transform of a suitable $`L^1`$-convolution algebra on $`^N`$ for arbitrary parameters $`k0`$. Again this is true in the rank-one case. Here the Dunkl kernel satisfies a product formula which leads to a convolution structure on the entire real line, providing a natural extension of the usual group structure, see . In contrast to a hypergroup convolution, this convolution is not positivity-preserving if $`k>0`$. We conjecture that an analogous statement is true for arbitrary rank and all multiplicities $`k0`$. In particular, the Dunkl kernel should have a product formula of the form

(1.4)
$$E_k(x,z)E_k(y,z)=_^NE_k(\xi ,z)𝑑\mu _{x,y}^k(\xi )\text{for all }z^N,$$

where the measures $`\mu _{x,y}^k`$ are signed Borel measures on $`^N`$ which are uniformly bounded with respect to total variation norm.

This paper presents a result towards both the stated conjectures, namely a positive “radial” product formula for $`E_k`$. More precisely, we shall prove that for each $`x^N`$ and $`t0`$ there exists a unique compactly supported probability measure $`\sigma _{x,t}^k`$ on $`^N`$ such that

(1.5)
$$E_k(ix,z)j_\lambda (t|z|)=_^NE_k(i\xi ,z)𝑑\sigma _{x,t}^k(\xi )\text{for all }z^N.$$

Hereby the index of the Bessel function $`j_\lambda `$ is given by $`\lambda =\gamma +N/21`$, with

$$\gamma =\underset{\alpha R_+}{}k(\alpha )0.$$

Of course, the kernel $`E_k`$ in (1.5) may be equally replaced by the generalized Bessel function $`J_k`$. This product formula will be obtained from a study of the Dunkl-type spherical mean operator, as first introduced in . In analogy to the classical case, the spherical mean operator $`fM_f`$ is defined for $`fC^{\mathrm{}}(^N)`$ by

$$M_f(x,t)=\frac{1}{d_k}_{S^{N1}}f(x_kty)w_k(y)𝑑\sigma (y)(x^N,t0).$$

Here $`d_k`$ is a normalization constant, $`w_k`$ is the $`G`$-invariant weight function

(1.6)
$$w_k(x)=\underset{\alpha R_+}{}|\alpha ,x|^{2k(\alpha )}(x^N)$$

and $`f(x_ky)`$ denotes the Dunkl-type generalized translation, which coincides with the usual group translation on $`^N`$ in case $`k=0`$ and satisfies

$$E_k(x_ky,z)=E_K(x,z)E_k(y,z)\text{for all }x,y^N,z^N.$$

The key result of the present paper states that for $`k0`$, the associated spherical mean operator is positivity-preserving. This implies the existence of compactly supported probability measures $`\sigma _{x,t}^k`$ on $`^N`$ which represent this operator in the sense that

$$M_f(x,t)=_^Nf𝑑\sigma _{x,t}^k\text{for all }fC^{\mathrm{}}(^N).$$

When specializing to $`f(x)=E_k(ix,z)`$ with $`z^N`$, one obtains (1.5). Similar to the classical case $`k=0,`$ $`M_f`$ satisfies a second order differential-reflection equation of Darboux-type. A study of the domain of dependence for this equation allows one to deduce further information on the support of the representing measures $`\sigma _{x,t}^k`$. In fact, the support of $`\sigma _{x,t}^k`$ turns out to be contained in the union of closed balls with radius $`t`$ around the points $`gx,gG`$. In contrast to the classical case, where the support reduces to the sphere $`\{\xi ^N:|\xi x|=t\},`$ now full balls as well as the complete $`G`$-orbit of $`x`$ has to be taken into account. This is due to the reflection parts in the generalized Darboux equation for $`M_f`$. These results are contained in Theorem 4.1. A slightly weaker variant of Theorem 4.1 is given in Theorem 5.1. Here it is shown that the Dunkl-type generalized translation (more precisely, the mapping $`ff(x_ky)`$) is positivity-preserving when restricted to radial $`f`$. In Section 6, the obtained results are applied to construct “radial” semigroups $`(P_t)_{t0}`$ of Markov kernels on $`^N`$, which are translation invariant in the generalized sense of . Hereby $`P_t`$ is obtained by a Dunkl-type translation of a probability measure $`\mu _t`$ of the form $`d\mu _t(x)=w_k(x)d\mu _t^{}(x),`$ where $`\mu _t^{}`$ is rotation invariant.

## 2. Preliminaries

In this introductory part we give an account on results from Dunkl theory which will be relevant for the sequel. These concern in particular the Dunkl kernel, the Dunkl transform and generalized translations. The series expansion for the Dunkl kernel according derived in Section 2.2 is of some interest in its own and might be known, but it is, to the author’s knowledge, nowhere written down. We also include a discussion of the rank-one case as a motivating example. For a further background in Dunkl theory, the reader is referred to , , , , and . Concerning root systems and reflection groups, see .

Throughout the paper, $`.,.`$ denotes the standard Euclidean scalar product in $`^N`$ as well as its bilinear extension to $`^N\times ^N`$. For $`x^N`$, we write $`|x|=\sqrt{x,x}.`$ Further, $`_+:=\{0,1,2,\mathrm{}\}`$, and $`_+:=[0,\mathrm{})`$. We denote by $`C^{\mathrm{}}(^N)`$ the space of infinitely often differentiable functions on $`^N`$ and by $`𝒮(^N)`$ the Schwartz space of rapidly decreasing functions, both equipped with the usual Fréchet space topologies. For a locally compact Hausdorff space $`X,`$ $`C_b(X)`$ denotes the space of continuous, bounded functions on $`X`$. Further, $`M_b(X),M_b^+(X)`$ and $`M^1(X)`$ stand for the spaces of regular bounded complex Borel measures on $`X,`$ those which are non-negative, and those which are probability measures respectively. The $`\sigma (M_b(X),C_b(X))`$-topology is referred to as the weak topolgy on $`M_b(X),`$ and the $`\sigma `$-algebra of Borel sets in $`X`$ is denoted by $`(X)`$.

### 2.1. Basics from Dunkl theory

Let $`G`$ be a finite reflection group on $`^N`$ with root system $`R`$, and fix a positive subsystem $`R_+`$ of $`R`$ as well as a non-negative multiplicity function $`k`$. The associated Dunkl operators $`T_\xi (k)`$, defined according to (1.1), share many properties with usual partial derivatives. In particular, if $`fC^k(^N),`$ then $`T_\xi (k)fC^{k1}(^N),`$ the $`T_\xi (k)`$ are homogeneous of degree $`1`$ on polynomials and they leave the Schwartz space $`𝒮(^N)`$ invariant. Moreover, $`T_\xi (k)`$ is $`G`$-equivariant:

$$gT_\xi (k)g^1=T_{g\xi }(k)(gG).$$

The counterpart of the usual Laplacian is the Dunkl Laplacian, defined by

$$\mathrm{\Delta }_k:=\underset{i=1}{\overset{N}{}}T_{\xi _i}(k)^2,$$

where $`\{\xi _i,i=1,\mathrm{},N\}`$ is an arbitrary orthonormal basis of $`(^N,.,.),`$ c.f. . It is given explicitly by

$$\mathrm{\Delta }_kf(x)=L_kf(x)2\underset{\alpha R_+}{}k(\alpha )\frac{f(x)f(\sigma _\alpha x)}{\alpha ,x^2},$$

with the singular elliptic operator

(2.1)
$$L_kf(x):=\mathrm{\Delta }f(x)+2\underset{\alpha R_+}{}k(\alpha )\frac{f(x),\alpha }{\alpha ,x}.$$

According to , there exists a unique, degree of homogeneity preserving linear isomorphism $`V_k`$ on polynomials such that

$$T_\xi (k)V_k=V_k_\xi \text{for all }\xi ^N\text{ and }V_k(1)=1.$$

It is shown in  that $`V_k`$ has a Laplace-type representation of the form

(2.2)
$$V_kf(x)=_^Nf(\xi )𝑑\mu _x^k(\xi )$$

with a unique probability measure $`\mu _x^kM^1(^N)`$ whose support is contained in

$$C(x):=\text{co}\{gx,gG\},$$

the convex hull of the $`G`$-orbit of $`x`$ in $`^N`$. By means of formula (2.2), $`V_k`$ may be extended to various larger function spaces including $`C^{\mathrm{}}(^N).`$ We denote this extension by $`V_k`$ again. In fact, $`V_k`$ establishes a homeomorphism of $`C^{\mathrm{}}(^N)`$, see Theorem 4.6 of  or .

The Dunkl kernel asociated with $`G`$ and $`k`$ is defined by

(2.3)
$$E_k(x,y)=V_k(e^{.,y})(x)=_^Ne^{\xi ,y}𝑑\mu _x^k(\xi )(x^N,y^N).$$

For fixed $`y`$, $`E_k(.,y)`$ is the unique real-analytic solution of (1.2), c.f. . The kernel $`E_k`$ is symmetric in its arguments and has a unique holomorphic extension to $`^N\times ^N.`$ Moreover,

(2.4)
$$E_k(\lambda z,w)=E_k(z,\lambda w)\text{and }E_k(gz,gw)=E_k(z,w)$$

for all $`z,w^N,\lambda `$ and $`gG`$. Let $`w_k`$ denote the $`G`$-invariant weight function (1.6). The associated Dunkl transform on $`L^1(^N,w_k)`$ is then defined by

$$\widehat{f}^k(\xi ):=c_k^1_^Nf(x)E_k(i\xi ,x)w_k(x)𝑑x(\xi ^N).$$

Here $`c_k`$ denotes the Mehta-type constant

$$c_k:=_^Ne^{|x|^2/2}w_k(x)𝑑x.$$

We shall also consider the Dunkl transform on the measure space $`M_b(^N),`$

$$\widehat{\mu }^k(\xi ):=_^NE_k(i\xi ,x)𝑑\mu (x),(\xi ^N).$$

Many properties of the Euclidean Fourier transform carry over to the Dunkl transform. The results listed below can be found in ,  and :

###### Proposition 2.1.

1. The Dunkl transform $`f\widehat{f}^k`$ is a homeomorphism of $`𝒮(^N)`$.
2. ($`L^1`$-inversion) If $`fL^1(^N,w_k)`$ with $`\widehat{f}^kL^1(^N,w_k),`$ then $`f=(\widehat{f}^k)^k`$ a.e. Its inverse is given by $`f^k(\xi ):=\widehat{f}^k(\xi )`$.
3. (Plancherel’s Theorem) The Dunkl transform on $`𝒮(^N)`$ extends uniquely to an isometric isomorphism of $`L^2(^N,w_k).`$
4. The Dunkl transform is injective on $`M_b(^N).`$
5. (Lévy’s continuity theorem) Let $`(\mu _n)_nM_b^+(^N)`$ such that $`(\widehat{\mu }_n^k)_n`$ converges pointwise to a function $`\phi :^N`$ which is continuous at $`0`$. Then there exists a unique measure $`\mu M_b^+(^N)`$ with $`\widehat{\mu }^k=\phi ,`$ and $`(\mu _n)_n`$ tends weakly to $`\mu `$.

In , a generalized translation on $`C^{\mathrm{}}(^N)`$ is defined by

(2.5)
$$\tau _yf(x):=V_k^xV_k^y(V_k^1f)(x+y),x,y^N.$$

Hereby the uppercase index denotes the relevant variable. Notice that

$$\tau _0f=f,T_\xi (k)\tau _yf=\tau _yT_\xi (k)f\text{and }\tau _yf(x)=\tau _xf(y)\text{for all }x,y^N.$$

We shall frequently use the more suggestive notation

$$f(x_ky):=\tau _yf(x).$$

For $`k=0`$, one just obtains the usual group translation on $`^N`$: $`f(x_0y)=f(x+y).`$ It is also immediate from the definition that

(2.6)
$$E_k(x_ky,z)=E_k(x,z)E_k(y,z)\text{for all }z^N.$$

We collect some further properties of this translation which will be used later on; for the proofs, the reader is referred to .

###### Lemma 2.2.

1. For fixed $`y^N,\tau _y`$ is a continuous linear mapping from $`C^{\mathrm{}}(^N)`$ into $`C^{\mathrm{}}(^N)`$.
2. For fixed $`x,y^N,`$ the mapping $`ff(x_ky)`$ defines a compactly supported distribution. Its support is contained in the ball $`\{\xi ^N:|\xi ||x|+|y|\}.`$
3. If $`f𝒮(^N),`$ then also $`\tau _yf𝒮(^N),`$ and $`(\tau _yf)^k(\xi )=E_k(iy,\xi )\widehat{f}^k(\xi ).`$ Moreover,

$$\tau _yf(x)=\frac{1}{c_k}_^N\widehat{f}^k(\xi )E_k(ix,\xi )E_k(iy,\xi )w_k(\xi )𝑑\xi .$$
4. If $`f,g𝒮(^N)`$ and $`x^N`$, then

$$_^Nf(x_ky)g(y)w_k(y)𝑑y=_^Nf(y)g(x_ky)w_k(y)𝑑y.$$

###### Remarks 2.3.

Property (3) reveals that on $`𝒮(^N),`$ the translation (2.5) coincides with the version previously introduced in . In , part (4) is shown only for compactly supported test functions; a simple density argument gives the result for Schwartz functions. Alternatively, (4) follows immediatley from (3) and the Plancherel theorem for the Dunkl transform.

### 2.2. Expansion of $`E_k`$ in terms of $`k`$-spherical harmonics

In this section, we derive a series representation for the Dunkl kernel in terms of generalized spherical (“$`k`$-spherical”) harmonics, which will be employed in the positivity proof for the Dunkl-type spherical mean operator. For a background in $`k`$-spherical harmonics, the reader may consult the recent monograph . Throughout this section it is assumed that $`N2`$. The space of $`k`$-spherical harmonics of degree $`n0`$ is defined by

$$_n^k=\text{ker}\mathrm{\Delta }_k𝒫_n^N,$$

where $`\mathrm{\Delta }_k`$ is the Dunkl Laplacian and $`𝒫_n^N`$ denotes the space of homogeneous polynomials of degree $`n`$ on $`^N`$. The space $`_n^k`$ has a reproducing kernel $`P_n^k(.,.),`$ which is defined by the property

$$f(x)=d_k^1_{S^{N1}}f(y)P_n^k(x,y)w_k(y)𝑑\sigma (y)\text{ for all }f_n^k\text{and }|x|<1.$$

Here $`S^{N1}=\{x^N:|x|=1\}`$ is the unit sphere in $`^N,d\sigma `$ denotes the Lebesgue surface measure and

$$d_k=_{S^{N1}}w_k(x)𝑑\sigma (x)=\frac{c_k}{2^\lambda \mathrm{\Gamma }(\lambda +1)},$$

with

$$\lambda =\gamma +N/210.$$

Suppose that $`\{Y_{n,j}:j=1,\mathrm{},d(n,N)\},`$ is a real-coefficient orthonormal basis of $`_n^k`$ in $`L^2(S^{N1},d_k^1w_kd\sigma )`$. In terms of this basis, $`P_n^k`$ is given by

$$P_n^k(x,y)=\underset{j=1}{\overset{d(n,N)}{}}Y_{n,j}(x)Y_{n,j}(y).$$

If $`x,yS^{N1}`$ then, according to Theorem 3.2 of , the kernel $`P_n^k(x,y)`$ can be written as

(2.7)
$$P_n^k(x,y)=\frac{(n+\lambda )(2\lambda )_n}{\lambda n!}V_k\stackrel{~}{C}_n^\lambda (x,.)(y),$$

where the $`\stackrel{~}{C}_n^\lambda (n_+)`$ are the (renormalized) Gegenbauer polynomials

$`\stackrel{~}{C}_n^\lambda (x)=`$ $`{\displaystyle \frac{(1)^n}{2^n(\lambda +1/2)_n}}(1x^2)^{1/2\lambda }{\displaystyle \frac{d^n}{dx^n}}(1x^2)^{n+\lambda 1/2}`$
(2.8) $`=`$ $`{}_{2}{}^{}F_{1}^{}(n,n+2\lambda ,\lambda +1/2;{\displaystyle \frac{1x}{2}}).`$
Notice that in terms of this normalization, formula (2.7) remains true in the limiting case $`\lambda =0`$.

###### Proposition 2.4.

Let $`N2`$. Then for all $`x,y^N`$ the Dunkl kernel $`E_k(ix,y)`$ admits the representation

(2.9)
$$E_k(ix,y)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(\lambda +1)}{2^n\mathrm{\Gamma }(n+\lambda +1)}j_{n+\lambda }(|x||y|)P_n^k(ix,y),$$

the convergence of the series being uniform on compact subsets of $`^N\times ^N`$.

###### Proof.

By Gegenbauer’s degenerate form of the addition theorem for Bessel functions (, p. 368), we have

(2.10)
$$e^{irt}=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{ir}{2}\right)^n\frac{(2\lambda )_n}{(\lambda )_nn!}j_{n+\lambda }(r)\stackrel{~}{C}_n^\lambda (t)\text{for all }r,t[1,1]$$

(With the obvious extension to the case $`\lambda =0`$). The series converges uniformly on every compact subset of $`\times [1,1]`$. This is easily seen from the asymptotic behavior of the Gamma function and the estimates

$$|j_{n+\lambda }(r)|1,|\stackrel{~}{C}_n^\lambda (t)|\stackrel{~}{C}_n^\lambda (1)=\mathrm{\hspace{0.17em}1}$$

which hold within the relevant ranges of $`r`$ and $`t.`$ We now put $`t=x,y`$ with $`x,yS^{N1}`$, and apply the intertwining operator $`V_k`$ to both sides of (2.10). This may be done termwise, the locally uniform convergence being maintained: in fact, according to (2.3) together with (2.10) and (2.7), we obtain

$`E_k(irx,y)=`$ $`V_k(e^{irx,.})(y)={\displaystyle _{|\eta |1}}e^{irx,\eta }𝑑\mu _y^k(\eta )`$
$`={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(2\lambda )_n}{(\lambda )_nn!}}\left({\displaystyle \frac{ir}{2}}\right)^nj_{n+\lambda }(r)V_k\stackrel{~}{C}_n^\lambda (x,.)(y)`$
$`={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{\Gamma }(\lambda +1)}{2^n\mathrm{\Gamma }(n+\lambda +1)}}j_{n+\lambda }(r)P_n^k(irx,y).`$
As $`|V_k\stackrel{~}{C}_n^\lambda (x,.)(y)|\stackrel{~}{C}_n^\lambda (1)=1`$ for all $`x,yS^{N1}`$, the series converges uniformly on compact subsets of $`\times S^{N1}\times S^{N1}`$. This implies the assertion. ∎

In view of the orthogonality of the $`k`$-spherical harmonics $`Y_{n,j}`$, termwise spherical integration of (2.9) leads to the following well-known special case of the Dunkl-type Funk-Hecke formula (Theorem 5.3.4 of ):

###### Corollary 2.5.

Let $`N2.`$ Then for all $`x^N,`$

$$\frac{1}{d_k}_{S^{N1}}E_k(ix,y)Y_{n,j}(y)w_k(y)𝑑\sigma (y)=\frac{\mathrm{\Gamma }(\lambda +1)}{2^n\mathrm{\Gamma }(n+\lambda +1)}j_{n+\lambda }(|x|)Y_{n,j}(ix).$$

### 2.3. The rank-one case

Here the reflection group is $`G=\{id,\sigma \}`$, acting on $``$ via $`\sigma (x)=x`$. The corresponding kernel $`E_k`$ with parameter $`k0`$ has been calculated in . It is given by

$$E_k(z,w)=j_{k1/2}(izw)+\frac{zw}{2k+1}j_{k+1/2}(izw)$$

with the normalized spherical Bessel function

$$j_\alpha (z)=\mathrm{\Gamma }(\alpha +1)\underset{n=0}{\overset{\mathrm{}}{}}\frac{(1)^n(z/2)^{2n}}{n!\mathrm{\Gamma }(n+\alpha +1)}.$$

Thus $`J_k(z,w)=j_{k1/2}(izw).`$ It is well-known (see e.g. , 3.5.61) that the Bessel functions $`j_\alpha `$ with $`\alpha 1/2`$ satisfy a product formula of the form

(2.11)
$$j_\alpha (xz)j_\alpha (yz)=_0^{\mathrm{}}j_\alpha (\xi z)𝑑\nu _{x,y}^\alpha (\xi )\text{for all }z.$$

Here the $`\nu _{x,y}^\alpha `$ are probability measures on $`_+`$. For $`x,y>0`$, they are given by

$$d\nu _{x,y}^\alpha (z)=m_\alpha (x,y,z)z^{2\alpha +1}$$

with the kernel

$$m_\alpha (x,y,z)=\frac{2^{12\alpha }\mathrm{\Gamma }(\alpha +1)}{\sqrt{\pi }\mathrm{\Gamma }(\alpha +12)}\frac{[(z^2(xy)^2)((x+y)^2z^2)]^{\alpha 1/2}}{(xyz)^{2\alpha }}1_{[|xy|,x+y]}(z).$$

The product formula (2.11) induces a convolution of point measures on $`_+`$ according to

$$\delta _x_\alpha \delta _y:=\nu _{x,y}^\alpha ,$$

which in turn allows a unique bilinear and weakly continuous extension to a probability preserving convolution on $`M_b(_+).`$ It induces the structure of a commutative hypergroup on $`_+`$, called the Bessel-Kingman hypergroup of index $`\alpha `$, c.f . The Dunkl kernel $`E_k`$ itself satisfies a product formula of type (1.4), see  and also . Here the representing measures $`\mu _{x,y}^k`$ are not positive, but signed Borel measures on $``$ with uniformly bounded total variation norm. For $`x,y0`$, one has

$$d\mu _{x,y}^k(z)=m_{k1/2}(|x|,|y|,|z|)|z|^{2k}\frac{1\sigma _{x,y,z}+\sigma _{z,x,y}+\sigma _{z,y,x}}{2},$$

with

$$\sigma _{z,x,t}=\{\begin{array}{cc}\frac{z^2+x^2t^2}{2zx}\hfill & \text{if }z,x0,\hfill \\ 0\hfill & \text{else.}\hfill \end{array}$$

There further exists a unique bilinear and separately weakly continuous convolution $`_k`$ on $`M_b()`$ such that the convolution of point measures satisfies $`\delta _x_k\delta _y=\mu _{x,y}^k`$. This convolution makes $`M_b()`$ into a commutative Banach-$``$-algebra with unit $`\delta _0`$, involution $`\mu ^{}(A)=\overline{\mu (A)}`$ and norm $`\mu ^{}=L_\mu ,`$ the operator $`L_\mu `$ on $`M_b()`$ being defined by $`L_\mu (\nu )=\mu _k\nu `$. The Gelfand transform on $`M_b()`$ coincides with the corresponding Dunkl transform. For details, see . Finally, the convolution $`_k`$ matches the Dunkl-type generalized translation as defined above. In fact, Lemma 2.2 shows that $`_{}fd(\delta _x_k\delta _y)=f(x_ky)`$ for all $`f𝒮()`$ and hence, by a simple density argument, also for all $`fC^{\mathrm{}}()`$.

## 3. Positivity of the spherical mean operator

Following , we define the Dunkl-type spherical mean operator $`fM_f`$ on $`C^{\mathrm{}}(^N)`$ by

$$M_f(x,t):=\frac{1}{d_k}_{S^{N1}}f(x_kty)w_k(y)𝑑\sigma (y),(x^N,t0).$$

In case $`N=1,`$ this reduces to

$$M_f(x,t)=\frac{1}{2}(f(x_kt)+f(x_kt)).$$

Lemma 2.2 easily implies that $`M_fC^{\mathrm{}}(^N\times _+)`$. The following is the key result of this paper:

###### Theorem 3.1.

The spherical mean operator $`fM_f`$ is positivity-preserving on $`C^{\mathrm{}}(^N)`$, i.e.

$$f0\text{ on }^N\text{implies that}M_f0\text{ on }^N\times _+.$$

###### Remark 3.2.

The assertion is obvious in the rank-one case: In fact, $`M_f`$ can then be calculated explicitly in terms of the data given in Section 2.3. We have

$$M_f(x,t)=_{}f(z)𝑑\sigma _{x,t}^k(z)$$

with

$$\sigma _{x,t}^k=\frac{1}{2}(\mu _{x,t}^k+\mu _{x,t}^k),$$

which is easily checked to be a probability measure.

The proof of Theorem 3.1 in the higher rank case is achieved by a reduction to initial data of the form $`f(x)=\mathrm{\Gamma }_k(s,x,y),`$ where $`\mathrm{\Gamma }_k`$ is the Dunkl type heat kernel

(3.1)
$$\mathrm{\Gamma }_k(s,x,y)=\frac{1}{(2s)^{\gamma +N/2}c_k}e^{(|x|^2+|y|^2)/4s}E_k(\frac{x}{\sqrt{2s}},\frac{y}{\sqrt{2s}})$$

$`(x,y^N,s>0),`$ see . (Notice that the constant $`c_k`$ was there differently defined). We recall from  that $`\mathrm{\Gamma }_k`$ is strictly positive with

$$_^N\mathrm{\Gamma }_k(s,x,y)w_k(y)𝑑y=1.$$

Moreover,

(3.2)
$$\mathrm{\Gamma }_k(s,x,y)=\frac{1}{c_k^2}_^Ne^{s|\xi |^2}E_k(ix,\xi )E_k(iy,\xi )w_k(\xi )𝑑\xi .$$

###### Lemma 3.3.

1. For all $`x,y,z^N`$ and $`s>0,`$

$$\mathrm{\Gamma }_k(s,x_ky,z)=\frac{1}{c_k^2}_^Ne^{s|\xi |^2}E_k(iz,\xi )E_k(ix,\xi )E_k(iy,\xi )w_k(\xi )𝑑\xi .$$

In particular, $`\mathrm{\Gamma }_k(s,x_ky,z)`$ belongs to $`𝒮(^N)`$ as a function of each of the arguments $`x,y,z`$.
2. $`{\displaystyle _^N}\mathrm{\Gamma }_k(s,x_ky,z)w_k(z)𝑑z=\mathrm{\hspace{0.17em}1}.`$
3. If $`f𝒮(^N)`$ and $`(x,t)^N\times _+,`$ then

$$M_f(x,t)=\underset{s0}{lim}_^NM_{\mathrm{\Gamma }_k(s,.,z)}(x,t)f(z)w_k(z)𝑑z.$$

###### Proof.

(1) By the inversion theorem for the Dunkl transform, formula (3.2) is equivalent to

$$\mathrm{\Gamma }_k(s,.,z)^k(\xi )=c_k^1e^{s|\xi |^2}E_k(iz,\xi ).$$

Lemma 2.2(3) thus implies the stated identity. The rest follows form the invariance of $`𝒮(^N)`$ under the Dunkl transform.

(2) In view of (1), we write

$$\mathrm{\Gamma }_k(s,x_ky,z)=\widehat{g_{x,y}}^k(z),\text{ with }g_{x,y}(\xi ):=\frac{1}{c_k}e^{s|\xi |^2}E_k(ix,\xi )E_k(iy,\xi ).$$

This gives

$$_^N\mathrm{\Gamma }_k(s,x_ky,z)w_k(z)𝑑z=_^N\widehat{g_{x,y}}^k(z)w_k(z)𝑑z=c_kg_{x,y}(0)=\mathrm{\hspace{0.17em}1}.$$

(3) By (1) and the definition of the Dunkl transform, one obtains

$`{\displaystyle _^N}`$ $`M_{\mathrm{\Gamma }_k(s,.,z)}(x,t)f(z)w_k(z)dz`$
$`=`$ $`{\displaystyle \frac{1}{d_k}}{\displaystyle _^N}\left({\displaystyle _{S^{N1}}}\mathrm{\Gamma }_k(s,x_kty,z)(x,r)w_k(y)𝑑\sigma (y)\right)f(z)w_k(z)𝑑z`$
$`=`$ $`{\displaystyle \frac{1}{c_kd_k}}{\displaystyle _^N}{\displaystyle _{S^{N1}}}e^{s|\xi |^2}\widehat{f}^k(\xi )E_k(ix,\xi )E_k(ity,\xi )w_k(y)𝑑\sigma (y)w_k(\xi )𝑑\xi .`$
Thus, by the dominated convergence theorem,

$`\underset{s0}{lim}{\displaystyle _^N}`$ $`M_{\mathrm{\Gamma }_k(s,.,z)}(x,t)f(z)w_k(z)dz`$
$`=`$ $`{\displaystyle \frac{1}{c_kd_k}}{\displaystyle _^N}{\displaystyle _{S^{N1}}}\widehat{f}^k(\xi )E_k(ix,\xi )E_k(ity,\xi )w_k(y)𝑑\sigma (y)w_k(\xi )𝑑\xi `$
$`=`$ $`{\displaystyle \frac{1}{d_k}}{\displaystyle _{S^{N1}}}f(x_kty)w_k(y)𝑑\sigma (y)=M_f(x,t).`$
###### Remark 3.4.

A similar calculation shows that for $`f𝒮(^N)`$ and $`x,y^N`$,

$$f(x_ky)=\underset{s0}{lim}_^Nf(z)\mathrm{\Gamma }_k(s,x_ky,z)w_k(z)𝑑z.$$

###### Proof of Theorem 3.1.

We may assume that $`N2`$ and $`\gamma >0,`$ hence also $`\lambda >0.`$ Moreover, it suffices to prove the result for $`f𝒮(^N),`$ because $`𝒮(^N)`$ is dense in $`C^{\mathrm{}}(^N)`$ and $`M_f(x,t)`$ depends continuously on $`f`$ as a consequence of Lemma 2.2(2). Thus, by part (3) of Lemma 3.3, it remains to show that

(3.3)
$$M_{\mathrm{\Gamma }_k(s,.,z)}(x,t)>0\text{for all }s0,z^N\text{ and all }t0,x^N.$$

Let us write $`M(x,t):=M_{\mathrm{\Gamma }_k(s,.,z)}(x,t)`$ for brevity. Invoking part (1) of Lemma 3.3 and Corollary 2.5 leads to

$`M(x,t)=`$ $`{\displaystyle \frac{1}{d_k}}{\displaystyle _{S^{N1}}}\mathrm{\Gamma }_k(s,x_kty,z)w_k(y)𝑑\sigma (y)`$
$`=`$ $`{\displaystyle \frac{1}{c_k^2}}{\displaystyle _^N}e^{s|\xi |^2}E_k(iz,\xi )E_k(ix,\xi )j_\lambda (t|\xi |)w_k(\xi )𝑑\xi `$
(3.4) $`=`$ $`{\displaystyle \frac{d_k}{c_k^2}}{\displaystyle _0^{\mathrm{}}}I(x,z,r)e^{sr^2}j_\lambda (tr)r^{2\lambda +1}𝑑r,`$
with

(3.5)
$$I(x,z,r)=\frac{1}{d_k}_{S^{N1}}E_k(ix,r\xi )E_k(iz,r\xi )w_k(\xi )𝑑\sigma (\xi ).$$

This integral has to be brought in a form from which the positivity of $`M(x,t)`$ can be read off. For this, we insert the series expansion (2.9) for $`E_k(ix,r\xi )`$, thus obtaining

$`I(x,z,r)=`$ $`{\displaystyle \frac{1}{d_k}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{\Gamma }(\lambda +1)}{2^n\mathrm{\Gamma }(n+\lambda +1)}}j_{n+\lambda }(r|x|)`$
$`{\displaystyle _{S^{N1}}}P_n^k(irx,\xi )E_k(irz,\xi )w_k(\xi )d\sigma (\xi )`$
(3.6) $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{\mathrm{\Gamma }(\lambda +1)}{2^n\mathrm{\Gamma }(n+\lambda +1)}}\right)^2j_{n+\lambda }(r|x|)j_{n+\lambda }(r|z|)P_n^k(irx,irz),`$
where for the second identity, again Corollary 2.5 was used. In case $`x,z0`$, the homogeneity of $`P_n^k`$ allows one to write

(3.7)
$$P_n^k(irx,irz)=\frac{(n+\lambda )(2\lambda )_n}{\lambda n!}(r^2|x||z|)^nV_k\stackrel{~}{C}_n^\lambda (<\frac{x}{|x|},.>)\left(\frac{z}{|z|}\right).$$

We now employ a well-known degenerate version of the addition theorem for Gegenbauer polynomials (see , (4.36)): For all $`s,t,\theta `$,

$`j_\lambda (\sqrt{s^2+t^22st\mathrm{cos}\theta }`$ $`)`$
$`={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(n+\lambda )(2\lambda )_n}{\lambda n!}}(`$ $`{\displaystyle \frac{\mathrm{\Gamma }(\lambda +1)}{2^n\mathrm{\Gamma }(n+\lambda +1)}})^2(st)^nj_{n+\lambda }(s)j_{n+\lambda }(t)\stackrel{~}{C}_n^\lambda (\mathrm{cos}\theta ).`$
This series converges uniformly with respect to $`\theta `$. Combining (3) and (3.7) and recalling the Laplace representation (2.2) for $`V_k`$, we now see that for all $`x,z0,`$

$`I(x,z,r)=`$ $`{\displaystyle _^N}j_\lambda \left(r\sqrt{|x|^2+|z|^22|z|x,\eta }\right)𝑑\mu _{z/|z|}^k(\eta )`$
(3.8) $`=`$ $`{\displaystyle _^N}j_\lambda \left(r\sqrt{|x|^2+|z|^22x,\eta }\right)𝑑\mu _z^k(\eta );`$
The second identity follows from the dilation equivariance of $`\mu _z^k`$: $`\mu _{rz}^k(A)=\mu _z^k(r^1A)`$ for all $`r>0,A(^N),`$ c.f. . By virtue of Corollary 2.5, (3) remains true if $`x=0`$ or $`z=0`$. For abbreviation, put

$$v_z(\eta ):=\sqrt{|x|^2+|z|^22x,\eta }.$$

Then by (3), the product formula (2.11) for the Bessel functions $`j_\lambda `$ and eq. 11.4.29 of , we arrive at

$`M(x,t)=`$ $`{\displaystyle \frac{d_k}{c_k^2}}{\displaystyle _^N}{\displaystyle _0^{\mathrm{}}}j_\lambda (rv_z(\eta ))j_\lambda (rt)e^{sr^2}r^{2\lambda +1}𝑑r𝑑\mu _z^k(\eta )`$
$`=`$ $`{\displaystyle \frac{d_k}{c_k^2}}{\displaystyle _^N}{\displaystyle _0^{\mathrm{}}}\left({\displaystyle _0^{\mathrm{}}}j_\lambda (ru)e^{sr^2}r^{2\lambda +1}𝑑r\right)𝑑\nu _{v_z(\eta ),t}^\lambda (u)𝑑\mu _z^k(\eta )`$
$`=`$ $`{\displaystyle \frac{d_k}{c_k^2}}{\displaystyle \frac{\mathrm{\Gamma }(\lambda +1)}{2s^{\lambda +1}}}{\displaystyle _^N}\left({\displaystyle _0^{\mathrm{}}}e^{u^2/4s}𝑑\nu _{v_z(\eta ),t}^\lambda (u)\right)𝑑\mu _z^k(\eta ),`$
which is obviously non-negative. This finishes the proof. ∎

## 4. A positive radial product formula for the Dunkl kernel

### 4.1. Statement of the main result

Consider $`f(x)=E_k(ix,z)`$ with $`z^N`$. Then

(4.1)
$$M_f(x,t)=E_k(ix,z)j_\lambda (t|z|).$$

Indeed, we have

$$\frac{1}{d_k}_{S^{N1}}E_k(ix,z)w_k(z)𝑑\sigma (z)=j_\lambda (|x|),$$

which follows from Corollary 2.5 if $`N2`$ and is obviously also true if $`N=1`$. In view of (2.6), this gives (4.1). Theorem 3.1 easily implies the existence of the representing measures stated in the next theorem, which is the main result of this paper:

###### Theorem 4.1.

For each $`x^N`$ and $`t_+`$ there exists a unique compactly supported probability measure $`\sigma _{x,t}^kM^1(^N)`$ such that

(4.2)
$$E_k(ix,y)j_\lambda (t|y|)=_^NE_k(i\xi ,y)𝑑\sigma _{x,t}^k(\xi )\text{for all }y^N.$$

It represents the spherical mean operator $`fM_f`$ in the sense that

(4.3)
$$M_f(x,t)=_^Nf𝑑\sigma _{x,t}^k\text{for all }fC^{\mathrm{}}(^N).$$

The measure $`\sigma _{x,t}^k`$ satisfies

$$\text{supp}\sigma _{x,t}^k\underset{gG}{}\{\xi ^N:|\xi gx|t\},$$

and the mapping $`(x,t)\sigma _{x,t}^k`$ is continuous with respect to the weak topology on $`M^1(^N).`$ Moreover,

$$\sigma _{gx,t}^k(A)=\sigma _{x,t}^k(g^1(A))\text{and }\sigma _{rx,rt}^k(A)=\sigma _{x,t}^k(r^1A)$$

for all $`gG,r>0,`$ and all Borel sets $`A(^N)`$.

###### Remarks 4.2.

1. The above result also gives a natural extension of the spherical mean operator at hand: namely for $`fC_b(^N),`$ we may define $`M_fC_b(^N\times _+)`$ by

$$M_f(x,t):=_^Nf𝑑\sigma _{x,t}^k.$$
2. In the rank-one case, the support of $`\sigma _{x,t}^k`$ with $`t0`$ is given by

$$\text{supp}\sigma _{x,t}^k=[|x|t,||x|t|][||x|t|,|x|+t].$$

This illustrates that the complete $`G`$-orbit of $`x`$ has to be taken into account in the description of $`\text{supp}\sigma _{x,t}^k.`$
3. From part (2) of Lemma 2.2 a weaker statement on the support of $`\sigma _{x,t}^k`$ is immediate, namely $`\text{supp}\sigma _{x,t}^k\{\xi ^N:|\xi ||x|+t\}.`$

In order to derive the stated properties of the support of $`\sigma _{x,t}^k`$ we use an approach via a Darboux type initial value problem satisfied by the spherical mean $`M_f`$. For $`\alpha 1/2,`$ denote by $`A_\alpha `$ the singular Sturm-Liouville operator

$$A_\alpha :=_t^2+\frac{2\alpha +1}{t}_t$$

on $`_+`$. The Bessel functions $`tj_\alpha (tz),z,`$ are (up to normalization) the unique even and analytic eigenfunctions of this operator, satisfying

$$A_\alpha ^tj_\alpha (tz)=z^2j_\alpha (tz);$$

here the uppercase index indicates the relevant variable.

For $`f𝒮(^N),`$ we may write

(4.4)
$$M_f(x,t)=\frac{1}{c_k}_^N\widehat{f}^k(\xi )E_k(x,i\xi )j_\lambda (t|\xi |)w_k(\xi )𝑑\xi .$$

In this case, a direct calculation verifies that $`u=M_f`$ solves the following initial value problem for the Darboux-type differential-reflection operator $`\mathrm{\Delta }_k^xA_\lambda ^t`$:

(4.5) $`(\mathrm{\Delta }_k^xA_\lambda ^t)u=\mathrm{\hspace{0.17em}0}\text{in }^N\times _+;`$
$`u(x,0)=f(x),u_t(x,0)=0\text{for all }x^N.`$
(To obtain the initial data, one has to use the inversion theorem for the Dunkl transform as well as the fact that $`M_f`$ is even with respect to $`t`$). In , Prop. 5.2 it is shown that for arbitrary $`fC^{\mathrm{}}(^N),`$ $`M_f`$ is in fact the unique $`C^{\mathrm{}}`$-solution of (4.5). Instead of studying the domain of dependence for the above Darboux-type operator directly, we shall consider the corresponding reflection invariant wave operator, which is easier to handle:

### 4.2. Domain of dependence for wave operators related with reflection groups

This section is devoted to the study of the Dunkl-type wave operator $`L_k_t^2`$, where $`L_k`$ denotes the reflection invariant part of the Dunkl Laplacian $`\mathrm{\Delta }_k`$, c.f. (2.1). Notice that in the rank-one case, $`L_k`$ coincides with the Sturm-Liouville operator $`A_{k1/2}`$. It will be important for the following that $`L_k`$ can be written in divergence form,

(4.6)
$$L_k=\frac{1}{w_k(x)}\underset{i=1}{\overset{N}{}}_{x_i}\left(w_k(x)_{x_i}\right).$$

Let us now turn to the Dunkl-type wave equation on $`^N\times _+`$ associated with $`G`$ and $`k`$,

(4.7)
$$(L_k_t^2)u=\mathrm{\hspace{0.17em}0}.$$

The following uniqueness result for solutions of this equation is in close analogy to well-known facts in the classical case $`k=0`$.

###### Lemma 4.3.

Suppose that $`u`$ is a real-valued $`C^2`$-solution of (4.7), given in the truncated cone

$$C(x_0,t_0)=\{(x,t)^N\times _+:|xx_0|t_0t\}.$$

Define the energy of $`u`$ at time $`t`$ within this cone by

$$E(t):=\frac{1}{2}_{B_t}\left(u_t^2+|_xu(x,t)|^2\right)w_k(x)𝑑x,$$

where the integration is taken over the level set

$$B_t=\{x^N:|xx_0|t_0t\}.$$

Then $`E^{}0`$ on $`_+`$.

###### Proof.

The chain rule gives

$$E^{}(t)=I(t)\frac{1}{2}_{B_t}\left(u_t(x,t)^2+|_xu(x,t)|^2\right)w_k(x)𝑑x$$

with

$`I(t)={\displaystyle _{B_t}}`$ $`\left(u_t(x,t)u_{tt}(x,t)+{\displaystyle \underset{j}{}}u_{x_j}(x,t)u_{t,x_j}(x,t)\right)w_k(x)dx`$
$`={\displaystyle _{B_t}}`$ $`\left(u_{tt}(x,t)L_k^xu(x,t)\right)u_t(x,t)w_k(x)dx`$
$`+{\displaystyle _{B_t}}{\displaystyle \underset{j=1}{\overset{N}{}}}\left(u_t(x,t)u_{x_j}(x,t)w_k(x)\right)_{x_j}dx`$
$`={\displaystyle _{B_t}}`$ $`u_t(x,t)_\nu u(x,t)w_k(x)d\sigma (x),`$
where the second identity follows from (4.6) and the last one from the divergence theorem ($`\nu `$ is the exterior unit normal to $`B_t`$ and $`d\sigma `$ the Lebesgue surface measure on $`B_t`$). By the Cauchy-Schwarz inequality,

$$u_t_\nu u\frac{1}{2}\left(u_t^2+|_xu|^2\right).$$

This implies the assertion. ∎

The following uniqueness result is an immediate consequence:

###### Theorem 4.4.

Suppose that $`u`$ is a $`C^2`$-solution of the wave equation $`(L_k_t^2)u=0`$, defined in the cone $`C(x_0,t_0)`$ and satisfying

$$u_t(x,0)=u(x,0)=0\text{for all }x^N\text{ with }|xx_0|t_0.$$

Then $`u`$ vanishes in $`C(x_0,t_0)`$.

###### Proof.

We may assume that $`u`$ is real-valued. As $`E(t)0`$ and $`E(0)=0`$, the lemma shows that $`E(t)=0`$ for $`0tt_0`$, and hence $`u_t=0`$ and $`_xu=0`$ in $`C(x_0,t_0)`$. This implies the assertion. ∎

We mention that there exists a thorough study of wave operators (and more general hyperbolic operators) related with root systems especially in the case of integer-valued multiplicity functions, see  and the references cited there. In particular, for integer-valued $`k`$ and odd dimensions $`N`$ satisfying $`N2\gamma +3`$, the wave operator $`L_k_t^2`$ in fact satisfies the strong Huygens principle. This means that a solution at $`(x_0,t_0)`$ depends only on the data in an infinitesimal neighborhood of the surface of the propagation cone with vertex at $`(x_0,t_0)`$.

### 4.3. Proof of the main result

For the proof of the properties of the representing measures in Theorem 4.1, we have to relate the Darboux-type equation (4.5) with the hyperbolic equation (4.7). For this, we involve the Riemann-Liouville transform with parameter $`\alpha >1/2`$ on $`_+`$. It is given by

(4.8)
$$_\alpha f(t)=\frac{2\mathrm{\Gamma }(\alpha +1)}{\mathrm{\Gamma }(1/2)\mathrm{\Gamma }(\alpha +1/2)}_0^1f(st)(1s^2)^{\alpha 1/2}𝑑s$$

for $`fC^{\mathrm{}}(_+),`$ see . The operator $`_\alpha `$ satisfies the intertwining property

$$A_\alpha _\alpha =_\alpha \frac{d^2}{dt^2}.$$

Notice that the rank-one intertwining operator $`V_k`$, when restricted to even functions, just coincides with $`_{k1/2}`$. According to , $`_\alpha `$ is a topological isomorphism of $`C^{\mathrm{}}(_+)`$ with respect to the usual Fréchet-topology, which is induced from the identification of $`C^{\mathrm{}}(_+)`$ with $`\{fC^{\mathrm{}}():f(t)=f(t)\}`$.

###### Proof of Theorem 4.1.

For fixed $`x^N`$ and $`t0`$, consider the linear functional

$$\mathrm{\Phi }_{x,t}:fM_f(x,t),$$

which is positivity-preserving on $`C^{\mathrm{}}(^N)`$ according to Theorem 3.1. Moreover, $`\mathrm{\Phi }_{x,t}(1)=1`$. It follows that $`\mathrm{\Phi }_{x,t}`$ is represented by a compactly supported probability measure $`\sigma _{x,t}^kM^1(^N)`$ (c.f. Theorem 2.1.7 of ). This implies statement (4.3) and also (4.2) in view of relation (4.1). Notice that

(4.9)
$$E_k(ix,z)j_\lambda (t|z|)=(\sigma _{x,t}^k)^k(z).$$

Thus the uniqueness of $`\sigma _{x,t}^k`$ follows from the injectivity of the Dunkl transform on $`M^1(^N)`$, c.f. Propos. 2.1. In order to check the weak continuity of $`(x,t)\sigma _{x,t}^k`$, take a sequence $`(x_n,t_n)_n^N\times _+`$ with $`lim_n\mathrm{}(x_n,t_n)=(x_0,t_0)`$. Then (4.9) implies that $`(\sigma _{x_n,t_n}^k)^k(\sigma _{x_n,t_n}^k)^k`$ pointwise on $`^N`$. Lévy’s continuity theorem for the Dunkl transform (Lemma 2.1 (5)) now yields that the $`\sigma _{x_n,t_n}^k`$ converge weakly to $`\sigma _{x_0,t_0}^k.`$ Further, the claimed transformation properties of $`\sigma _{x,t}^k`$ are immediate consequences of the invariance properties (2.4) of the kernel $`E_k`$. It remains to analyse the support of $`\sigma _{x,t}^k`$. For this, we shall employ Theorem 4.4. We therefore first reduce the general situation to the group-invariant case. We introduce the group means

$$\stackrel{~}{\sigma }_{x,t}^k:=\frac{1}{|G|}\underset{gG}{}\sigma _{gx,t}^k=\frac{1}{|G|}\underset{gG}{}\sigma _{x,t}^kg^1.$$

As $`\sigma _{x,t}^k`$ is positive, it is enough to show that $`\stackrel{~}{\sigma }_{x,t}^k`$ is supported in

$$K(x,t):=\underset{gG}{}\{\xi ^N:|\xi gx|t\},$$

as stated for $`\sigma _{x,t}^k`$. For this in turn, it suffices to show that

$$_^Nf𝑑\stackrel{~}{\sigma }_{x,t}^k=0$$

for all $`G`$-invariant $`f𝒮(^N)`$ whose support does not intersect $`K(x,t)`$. So suppose that $`f𝒮(^N)`$ is $`G`$-invariant. Then according to Prop. 2.4. of , $`\widehat{f}^k`$ is also $`G`$-invariant, and (4.4) shows that $`xM_f(x,t)`$ is $`G`$-invariant as well. Put $`u_f(x,t):=(_\lambda ^t)^1M_f(x,t),`$ which is still $`G`$-invariant with respect to $`x`$. According to (4.5) and the intertwining property of the Riemann-Liouville transform, $`u=u_f`$ belongs to $`C^{\mathrm{}}(^N\times _+)`$ and solves the initial value problem

$`(L_k^x_t^2)u=\mathrm{\hspace{0.17em}0}\text{in }^N\times _+;`$
(4.10) $`u(x,0)=f(x),u_t(x,0)=0\text{for all }x^N.`$
Now suppose in addition that $`\text{supp}fK(x,t)=\mathrm{}`$. Then Theorem 4.4 implies that $`u_f(x,s)=0`$ for all $`0st`$. From the explicit form (4.8) of the Riemann-Liouville transform $`_\lambda `$ we further deduce that

$$_^Nf𝑑\stackrel{~}{\sigma }_{x,t}^k=M_f(x,t)=_\lambda ^tu_f(x,t)=\mathrm{\hspace{0.17em}0}$$

as claimed. This completes the proof of Theorem 4.1. ∎

## 5. Positive translation of radial functions

In this section, we derive a slightly weaker variant of Theorem 4.1. For its formulation, we introduce some additional notation: If $``$ is a space of $``$-valued functions on $`^N,`$ denote by

$$_{rad}:=\{f:fA=f\text{for all }AO(N,)\}$$

the subspace of those $`f`$ which are radial. For $`f_{rad}`$ there exists a unique function $`\stackrel{~}{f}:_+`$ such that $`f(x)=\stackrel{~}{f}(|x|)`$ for all $`x^N.`$ Similar, if $``$ is a space of Borel measures on $`^N,`$ then

$$_{rad}:=\{\mu :\mu A=\mu \text{for all }AO(N,)\}$$

denotes the subspace of radial measures from $``$.

###### Theorem 5.1.

For each $`x,y^N`$ there exists a unique compactly supported, radial probability measure $`\rho _{x,y}^kM_{rad}^1(^N)`$ such that for all $`fC_{rad}^{\mathrm{}}(^N),`$

(5.1)
$$f(x_ky)=_^Nf𝑑\rho _{x,y}^k.$$

The support of $`\rho _{x,y}^k`$ is contained in

$$\{\xi ^N:\underset{gG}{\mathrm{min}}|x+gy||\xi |\underset{gG}{\mathrm{max}}|x+gy|\}.$$

In particular, if $`\mathrm{\hspace{0.17em}0}\text{supp}\rho _{x,y}^k,`$ then the $`G`$-orbits of $`x`$ and $`y`$ coincide.

###### Proof.

Take $`f𝒮_{rad}(^N)`$. Then according to Prop 2.4. of , $`\widehat{f}^k𝒮_{rad}(^N)`$ with $`\widehat{f}^k(\xi )=^\lambda (\stackrel{~}{f})(|\xi |).`$ Here $`^\lambda `$ stands for the Hankel transform of index $`\lambda `$ on $`L^1(_+,r^{2\lambda +1}dr)`$, given by

$$^\lambda (g)(s)=\frac{1}{2^\lambda \mathrm{\Gamma }(\lambda +1)}_0^{\mathrm{}}g(r)j_\lambda (rs)r^{2\lambda +1}𝑑r.$$

Employing Lemma 2.2 (3), relations (3.5), (3) as well as the inversion theorem for the Hankel transform, one obtains

$`f(x_ky)=`$ $`{\displaystyle \frac{1}{c_k}}{\displaystyle _0^{\mathrm{}}}^\lambda (\stackrel{~}{f})(r){\displaystyle _{S^{N1}}}E_k(ix,r\xi )E_k(iy,r\xi )w_k(\xi )𝑑\sigma (\xi )r^{2\lambda +1}𝑑r`$
$`=`$ $`{\displaystyle \frac{d_k}{c_k}}{\displaystyle _0^{\mathrm{}}}^\lambda (\stackrel{~}{f})(r)I(x,y,r)r^{2\lambda +1}𝑑r`$
$`=`$ $`{\displaystyle \frac{1}{2^\lambda \mathrm{\Gamma }(\lambda +1)}}{\displaystyle _^N}{\displaystyle _0^{\mathrm{}}}^\lambda (\stackrel{~}{f})(r)j_\lambda (r\sqrt{|x|^2+|y|^2+2x,\eta })r^{2\lambda +1}𝑑r𝑑\mu _y^k(\eta )`$
$`=`$ $`{\displaystyle _{C(y)}}\stackrel{~}{f}\left(\sqrt{|x|^2+|y|^2+2x,\eta }\right)𝑑\mu _y^k(\eta );`$
here for the second identity, it was used that $`I(x,y,r)=I(x,y,r)`$. This shows that $`f(x_ky)0`$ if $`f0`$ on $`^N`$. As $`\mu _y^k`$ is a compactly supported probability measure, it also follows that

$$sup\{|f(x_ky)|:f𝒮(^N),f_{\mathrm{}}1\}=\mathrm{\hspace{0.17em}1}.$$

Similar to the proof of Theorem 4.1, we proceed by considering the linear functional $`\mathrm{\Psi }_{x,y}:ff(x_ky),`$ which is positive and bounded with norm $`\mathrm{\Psi }_{x,y}=1`$ on the dense subspace $`𝒮_{rad}(^N)`$ of $`(C_{0,rad}(^N),._{\mathrm{}})`$. Its continuous extension to $`C_{0,rad}(^N)`$ is a probability measure $`\rho _{x,y}^kM_{rad}^1(^N)`$ which satisfies (5.1). Finally, the statement concerning the support of $`\rho _{x,y}^k`$ is immediate from the implication

$$\eta C(y)\underset{gG}{\mathrm{min}}|x+gy|\sqrt{|x|^2+|y|^2+2x,\eta }\underset{gG}{\mathrm{max}}|x+gy|.$$

The information on the support of the measures $`\rho _{x,y}^k`$ can in turn be used to obtain a sharper statement on the supports of the representing measures for the spherical mean operator in Theorem 4.1:

###### Corollary 5.2.

The measures $`\sigma _{x,t}^k`$ from Theorem 4.1 satisfy

$$\text{supp}\sigma _{x,t}^k\{\xi ^N:|\xi |||x|t|\}.$$

In particular, if $`\mathrm{\hspace{0.17em}0}\text{supp}\sigma _{x,t}^k,`$ then $`|x|=t.`$

###### Proof.

Suppose in the contrary that $`\text{supp}\sigma _{x,t}^k\{\xi ^N:|\xi |||x|t|\}.`$ Then there exists some $`f𝒮_{rad}(^N)`$ with $`f0,`$

(5.2)
$$\text{supp}f\{\xi ^N:|\xi |||x|t|\}=\mathrm{},$$

and such that $`M_f(x,t)>0.`$ But then $`\eta f(x_kt\eta )`$ is not identically zero on $`S^{N1}`$. In view of Theorem 5.1, this is a contradiction to (5.2). ∎

## 6. An application: Semigroups of $`k`$-invariant Markov kernels with radial distributions

There is a concept of homogeneity for Markov processes on $`^N,`$ called $`k`$-invariance, which generalizes the classical notion of processes with independent, stationary increments to the Dunkl setting. This was introduced and studied in some detail in . The most important example is a generalization of Brownian motion, with the transition probabilities given in terms of the generalized heat kernel $`\mathrm{\Gamma }_k`$, c.f. example 6.8(1) below. A Dunkl-type Brownian motion is a Feller process and therfore admits a version with càdlàg-paths. This version gives, after symmetrization with respect to the underlying reflection group, a diffusion on the Weyl chambers. $`k`$-invariant Markov processes are constructed from semigroups of Markov kernels which are $`k`$-invariant in the following sense:

###### Definition 6.1.

() A Markov kernel $`P:^N\times (^N)[0,1]`$ is called $`k`$-invariant, if

$$P(x,.)^k(\xi )=P(0,.)^k(\xi )E_k(ix,\xi )\text{for all }x,\xi ^N.$$

Here $`P(x,.)`$ is regarded as a probability measure on $`^N.`$

If $`k=0`$, the $`k`$-invariant Markov kernels are exactly those which are translation invariant, which means that they satisfy $`P(x+x_0,A+x_0)=P(x,A)`$ for all $`x,x_0^N`$ and all $`A(^N).`$ Equivalently, the translation invariant Markov kernels (with $`k=0`$) are those of the form $`P(x,A):=\delta _x\mu (A)`$ with a probability measure $`\mu M^1(^N)`$; here $``$ denotes the usual group convolution. If $`k>0,`$ then for given $`\mu M^1(^N)`$ there usually exists no $`k`$-invariant Markov kernel such that $`P(0,.)=\mu `$. This is due to the fact that the associated generalized translation on $`^N`$ cannot be expected to be probability-preserving (and is definitely not in the rank-one case).

However, our results allow us to define associated $`k`$-invariant Markov kernels for all measures $`\mu M^1(^N)`$ which belong to the class

$$M_k^1(^N):=\{\mu M^1(^N):w_k^1(x)d\mu (x)\text{ is radial.}\}$$

This leads to a considerable variety of $`k`$-invariant Markov processes beyond those discussed in . Concerning the definition of $`M_k^1(^N),`$ one should notice that for $`\mu M_k^1(^N),`$ the measure $`w_k^1d\mu `$ need not be a Radon measure.

###### Proposition 6.2.

Let $`\mu M_k^1(^N).`$ Then for each $`x^N,`$ there exists a unique probability measure $`\delta _x_k\mu M^1(^N)`$ such that

(6.1)
$$(\delta _x_k\mu )(f)=_^Nf(x_ky)𝑑\mu (y)\text{for all }f𝒮(^N).$$

It satisfies

(6.2)
$$(\delta _x_k\mu )(f)=_^NM_f(x,|y|)𝑑\mu (y)\text{for all }fC_b(^N).$$

###### Proof.

Recall first that $`yf(x_ky)`$ belongs to $`𝒮(^N)`$ for $`f𝒮(^N),`$ whence the integral on the right side of (6.1) is well-defined. If $`\mu M_k^1(^N)`$ then for $`f𝒮(^N)`$,

$`{\displaystyle _^N}f(x_ky)𝑑\mu (y)=`$ $`{\displaystyle _^N}{\displaystyle \frac{1}{d_0}}\left({\displaystyle _{S^{N1}}}f(x_k|y|\xi )w_k(|y|\xi )𝑑\sigma (\xi )\right)w_k^1(y)𝑑\mu (y)`$
$`=`$ $`{\displaystyle \frac{d_k}{d_0}}{\displaystyle _^N}M_f(x,|y|)|y|^{2k}w_k^1(y)𝑑\mu (y)={\displaystyle _^N}M_f(x,|y|)𝑑\mu (y).`$
This shows that the functional $`f_^Nf(x_ky)𝑑\mu (y)`$ extends uniquely to a positive bounded Borel measure $`\delta _x_k\mu M_b(^N)`$ and that (6.2) is satisfied. As $`M_f=1`$ for $`f=1`$, $`\delta _x_k\mu `$ is in fact a probability measure. ∎

###### Theorem 6.3.

1. If $`\mu M_k^1(^N),`$ then $`P(x,A):=\delta _x_k\mu (A)`$ defines a $`k`$-invariant Markov kernel on $`^N`$ with $`P(0,.)=\mu .`$
2. Conversely, if $`P`$ is a $`k`$-invariant Markov kernel with $`P(0,.)M_k^1(^N)`$, then $`P(x,.)=\delta _x_kP(0,.).`$

###### Proof.

For (i), notice first that $`\delta _0_k\mu =\mu .`$ Moreover, by the above proposition and equation (4.1),

$`(\delta _x_k\mu )^k(\xi )=`$ $`{\displaystyle _^N}E_k(y,i\xi )d(\delta _x_k\mu )(y)={\displaystyle _^N}M_{E_k(.,i\xi )}(x,|y|)𝑑\mu (y)`$
$`=`$ $`E_k(x,i\xi ){\displaystyle _^N}j_\lambda (|y||\xi |)𝑑\mu (y).`$
Specializing to $`x=0,`$ this gives

(6.3)
$$\widehat{\mu }^k(\xi )=_^Nj_\lambda (|y||\xi |)𝑑\mu (y)$$

and thus

$$(\delta _x_k\mu )^k(\xi )=E_k(ix,\xi )\widehat{\mu }^k(\xi ),$$

which proves that $`P`$ is $`k`$-invariant. By Lévy’s continuity theorem for the Dunkl transfrom, this also ensures that $`x\delta _x_k\mu `$ is continuous with respect to the weak topology on $`M^1(^N).`$ This easily implies that $`xP(x,A)`$ is measurable for any $`A(^N).`$ Thus the proof of (i) is complete. Part (ii) follows immediately from the definition of $`k`$-invariance and the injectivity of the Dunkl transform. ∎

We also introduce a convolution product for measures from $`M_k^1(^N)`$:

###### Definition 6.4.

Let $`\mu ,\nu M_k^1(^N)`$. Then $`\mu _k\nu M^1(^N)`$ is defined by

$$\mu _k\nu (f):=_^N\delta _x_k\nu (f)𝑑\mu (x)=_^N_^Nf(x_ky)𝑑\mu (x)𝑑\nu (y),f𝒮(^N).$$

Notice that

(6.4)
$$(\mu _k\nu )^k=\widehat{\mu }^k\widehat{\nu }^k\text{for all }\mu ,\nu M_k^1(^N).$$

There is a close relationship between $`_k`$ on $`M_k^1(^N)`$ and the convolution $`_\lambda `$ of the Bessel-Kingman hypergroup of index $`\lambda =\gamma +N/21`$ on $`_+`$ (c.f. Section 2.3). We shall in particular obtain from this connection that $`M_k^1(^N)`$ is closed w.r.t. $`_k`$. Let us start with some additional notation:

We denote by $`p(\mu )M_b(_+)`$ the image measure of $`\mu M_b(^N)`$ under the mapping $`x|x|,`$ characterized by

$$_^Nf(|x|)𝑑\mu (x)=_0^{\mathrm{}}f(r)𝑑p(\mu )(r)\text{for all }fC_b(_+).$$

Further, we write $`^\lambda `$ for the Hankel transform of index $`\lambda `$ on $`M_b(_+),`$ i.e.

$$^\lambda (\sigma )(r)=_0^{\mathrm{}}j_\lambda (rt)𝑑\sigma (t),\sigma M_b(_+).$$

In these terms, (6.3) just states that for $`\mu M_k^1(^N),`$

(6.5)
$$\widehat{\mu }^k(\xi )=^\lambda \left(p(\mu )\right)(|\xi |).$$

We also recall from hypergroup theory that the Hankel transfrom $`^\lambda `$ is multiplicative w.r.t. the convolution $`_\lambda `$ on $`M_b(_+),`$ i.e.

$$^\lambda (\sigma _\lambda \tau )=^\lambda (\sigma )^\lambda (\tau )\text{for all }\sigma ,\tau M_b(_+).$$

###### Lemma 6.5.

$`M_k^1(^N)`$ is a commutative semigroup with respect to $`_k`$ with neutral element $`\delta _0`$. The mapping $`p:(M_k^1(^N),_k)(M^1(_+),_\lambda ),\mu p(\mu )`$ establishes an isometric isomorphism of semigroups as well as a homeomorphism with respect to the weak topologies on both spaces.

###### Proof.

It is obvious that $`p`$ is an isometric bijection from $`M_k^1(^N)`$ onto $`M^1(_+)`$. Moreover, by Lévy’s continuity theorem for the Dunkl transform and the Hankel transform respectively, we deduce from (6.5) that $`p`$ is a homeomorphism w.r.t. the weak topologies on the stated spaces. Commutativity of $`_k`$ and the statement on the neutral element are clear. It remains to prove that $`M_k^1(^N)`$ is closed with respect to $`_k`$, and that $`p`$ is multiplicative. For this, let $`\mu ,\nu M_k^1(^N).`$ Then by (6.4) and (6.5),

$`(\mu _k\nu )^k(\xi )=`$ $`\widehat{\mu }^k(\xi )\widehat{\nu }^k(\xi )=^\lambda (p(\mu ))(|\xi |)^\lambda (p(\nu ))(|\xi |)`$
$`=`$ $`^\lambda (p(\mu )_\lambda p(\nu ))(|\xi |)`$
Let $`\tau M_k^1(^N)`$ with $`p(\tau )=p(\mu )_\lambda p(\nu ).`$ Then the above calculation shows that $`(\mu _k\nu )^k=\widehat{\tau }^k.`$ The injectivity of the Dunkl transform implies that $`\mu _k\nu =\tau M_k^1(^N),`$ as well as

$$p(\mu _k\nu )=p(\tau )=p(\mu )_\lambda p(\nu ).$$

This finishes the proof. ∎

Recall that for two Markov kernels $`P,Q`$ on $`^N`$, the composition $`PQ`$ is defined by

$$PQ(x,A)=_^NQ(z,A)P(x,dz).$$

If $`P`$ and $`Q`$ are $`k`$-invariant, then $`PQ`$ is again $`k`$-invariant with

$$\left((PQ)(x,.)\right)^k(\xi )=P(0,)^k(\xi )Q(0,)^k(\xi )E_k(ix,\xi )(x,\xi ^N),$$

c.f. . A family $`(P_t)_{t0}`$ of $`k`$-invariant Markov kernels on $`^N`$ is called a semigroup of $`k`$-invariant Markov kernels, if the following statements hold:

1. The kernels $`(P_t)_{t0}`$ form a semigroup, i.e. $`P_sP_t=P_{s+t}`$ for $`s,t0.`$
2. The mapping $`_+M^1(^N),tP_t(0,.)`$ is weakly continuous.

The above results enable us to construct semigroups of $`k`$-invariant Markov kernels from convolution semigroups with respect to the hypergroup structure $`_\lambda `$ on $`_+`$.

###### Definition 6.6.

A family $`(\sigma _t)_{t0}M^1(_+)`$ of probability measures on $`_+`$ is called a convolution semigroup on $`_+`$ with respect to $`_\lambda `$, if $`\sigma _s_\lambda \sigma _t=\sigma _{s+t}`$ for all $`s,t0`$ with $`\sigma _0=\delta _0`$, and if the mapping $`_+M^1(_+),t\sigma _t`$ is weakly continuous.

###### Theorem 6.7.

Suppose that $`(\sigma _t)_{t0}`$ is a convolution semigroup on $`_+`$ w.r.t. $`_\lambda `$, and define $`(\mu _t)_{t0}M_k^1(^N)`$ by $`\mu _t:=p^1(\sigma _t)M_k^1(^N)`$. Then $`\mu _s_k\mu _t=\mu _{s+t}`$ for all $`s,t0`$, and $`P_t(x,A):=\delta _x_k\mu _t`$ defines a semigroup of $`k`$-invariant Markov kernels on $`^N`$.

###### Proof.

Let $`s,t0.`$ Then by Lemma 6.5,

$$p(\mu _s_k\mu _t)=\nu _s_\lambda \nu _t=\nu _{s+t}=p(\mu _{s+t}).$$

As $`p`$ is injective on $`M_k^1(^N),`$ this proves that $`\mu _s_k\mu _t=\mu _{s+t}`$. Further, the weak continuity of the mapping $`t\mu _t`$ on $`_+`$ is clear from the continuity of $`p^1`$. According to Theorem 6.3, each $`P_t`$ is a $`k`$-invariant Markov kernel with $`P_t(0,.)=\mu _t`$, and

$`(P_sP_t)(x,.)^k`$ $`(\xi )=E_k(ix,\xi )P_s(0,.)^k(\xi )P_t(0,.)^k(\xi )`$
$`=`$ $`E_k(ix,\xi )\widehat{\mu }_s^k(\xi )\widehat{\mu }_t^k(\xi )=E_k(ix,\xi )\widehat{\mu }_{s+t}^k(\xi )=P_{s+t}(x,.)^k(\xi ).`$
This implies the semigroup property of $`(P_t)_{t0}`$. ∎

###### Examples 6.8.

All the examples for semigroups of $`k`$-invariant Markov kernels discussed in  fit into the concept of Theorem 6.7:

(1) ($`k`$-Gaussian semigroups.) The $`k`$-Gaussian semigroup $`(P_t^\mathrm{\Gamma })_{t0}`$ is defined by

$$P_t^\mathrm{\Gamma }(x,A)=_A\mathrm{\Gamma }_k(t,x,y)w_k(y)𝑑y,(t>0)$$

with the Dunkl-type heat kernel $`\mathrm{\Gamma }_k`$ (c.f. (3.1)). It is $`k`$-invariant and defines a Feller process on $`^N`$, the Dunkl-type Brownian motion. According to (3.2) and Lemma 2.2, we may write

$$\mathrm{\Gamma }_k(t,x,y)=F_k(t,x_ky)$$

with

$$F_k(t,x):=\mathrm{\Gamma }_k(t,x,0)=\frac{1}{(2t)^{\lambda +1}c_k}e^{|x|^2/4t}.$$

For $`t>0,`$ put

$$d\mu _t(x):=F_k(t,x)w_k(x)dxM_k^1(^N).$$

Then $`\sigma _t:=p(\mu _t)M_\gamma ^1(_+)`$ is given by the Rayleigh distribution

$$d\sigma _t(r)=\frac{d_k}{(2t)^{\lambda +1}c_k}r^{2\lambda +1}e^{r^2/4t},t>0.$$

It is well-known (see e.g. 7.3.18 of ) that $`(\nu _t)_{t0}`$ (with $`\nu _0:=0`$) is a convolution semigroup on $`_+`$ w.r.t. $`_\lambda `$. It defines a Bessel process of index $`\lambda `$. In order to see that $`(P_t^\mathrm{\Gamma })_{t0}`$ is associated with $`(\sigma _t)_{t0}`$ as in Theorem 6.7, it remains to verify that

$$\delta _x_k\mu _t=P_t^\mathrm{\Gamma }(x,.).$$

But if $`f𝒮(^N),`$ then by use of Lemma 2.2

$$\delta _x_k\mu _t(f)=_^NF_k(t,y)f(x_ky)w_k(y)𝑑y=_^N\mathrm{\Gamma }_k(t,x,y)f(y)w_k(y)𝑑y.$$

This yields the claimed identity.

(2) (Subordination) If $`(P_t)_{t0}`$ is a semigroup of $`k`$-invariant Markov kernels and $`(\rho _t)_{t0}M^1()`$ is a convolution semigroup of probability measures on the group $`(,+)`$ (in the sense of ) which is supported by $`_+`$, then a subordinated semigroup $`(\stackrel{~}{P}_t)_{t0}`$ of $`k`$-invariant Markov kernels is defined by

$$\stackrel{~}{P}_t(x,A)=_0^{\mathrm{}}P_s(x,A)𝑑\rho _t(s).$$

Suppose now that $`(P_t)_{t0}`$ is associated with a $`_\lambda `$\- convolution semigroup $`(\sigma _t)_{t0}`$ on $`_+`$ according to Theorem 6.7. Then it is immediate that $`(\stackrel{~}{P}_t)_{t0}`$ is associated in the same way with the $`_\lambda `$\- convolution semigroup $`(\stackrel{~}{\sigma }_t)_{t0}`$ defined by

$$\stackrel{~}{\sigma }_t:=_0^{\mathrm{}}\sigma _s𝑑\rho _t(s).$$

This example in particular includes the $`k`$-Cauchy kernels in .

## 7. Appendix: Generalized Bessel functions as spherical functions

For crystallographic reflection groups and certain discrete sets of half-integer multiplicity functions, generalized Bessel functions have an interpretation as the spherical functions of a Euclidean-type symmetric space. This in particular implies a positive product formula as stated in (1.3).

To become more precise, let us first recall the context from  and : Suppose that $`𝒢`$ is a connected, non-compact semisimple Lie group with finite center. Choose a maximal compact subgroup $`𝒦`$ of $`𝒢`$, and let $`𝒦𝔭`$ be the Cartan motion group associated with the Cartan decomposition $`𝔤=𝔨+𝔭`$ of the Lie algebra $`𝔤`$; here $`𝒦`$ acts on $`𝔭`$ via the adjoint representation. Choose a maximal abelian subspace $`𝔞`$ of $`𝔭`$, and denote by by $`\mathrm{\Sigma }𝔞^{}`$ the roots of $`𝔤`$ with respect to $`𝔞`$. We consider $`\mathrm{\Sigma }`$ as a subset of $`𝔞`$, identifying $`𝔞`$ with its dual via the Killing form $`B`$, and denote by $`G`$ the Weyl group of $`\mathrm{\Sigma }`$, acting on the Euclidean space $`(𝔞,B)(^N,.,.)`$. Let us consider the spherical functions of the Gelfand pair $`(𝒦𝔭,𝒦)`$ as $`𝒦`$-invariant functions on $`(𝒦𝔭)/𝒦𝔭`$. According to Chap. IV of , they are of the form $`\psi _\lambda ,\lambda 𝔞_{}`$, where $`\psi _\lambda C^{\mathrm{}}(𝔭)`$ is characterized as the unique $`𝒦`$-invariant solution of the joint eigenvalue problem

$$(p)\psi =p(\lambda )\psi \text{ for all }pI(𝔭),\psi (0)=1;$$

here $`I(𝔭)`$ is the space of $`𝒦`$-invariants in the symmetric algebra over $`𝔭`$ and $`(p)`$ is the constant coefficient differential operator associated with $`p`$. Further, $`\psi _\lambda =\psi _\mu `$ iff $`\mu =g\lambda `$ for some $`gG`$. By taking radial parts of constant coefficient differential operators on $`𝔭`$, it can now be shown that the restriction $`\psi _\lambda |_𝔞`$ (which is $`G`$-invariant and determines $`\psi _\lambda `$ uniquely) coincides with the a generalized Bessel function $`J_k(.,\lambda )`$ associated with $`G`$; the multiplicity function $`k`$ is given by $`k(\alpha )=\frac{1}{4}_{\beta \alpha \mathrm{\Sigma }}m_\beta `$, with $`m_\alpha `$ the multiplicity of $`\alpha \mathrm{\Sigma }`$. A detailed proof of this can be found in .

The convolution of $`𝒦`$-biinvariant functions on the Cartan motion group can be interpreted as the convolution of a commutative hypergroup structure on the double coset space $`(𝒦𝔭)//𝒦𝒦𝔭`$ which is defined by

$$\delta _{𝒦x}\delta _{𝒦y}=_𝒦\delta _{𝒦(x+ky)}𝑑k,x,y𝔭.$$

(See , Chap. 8 for information about double coset and orbit hypergroups.) If $`𝔞_+`$ is an arbitrary fixed Weyl chamber of $`𝔞`$, then each orbit $`𝒦x`$ contains a unique $`x_+\overline{𝔞_+}`$, and the mapping $`𝒦𝔭\overline{𝔞_+},𝒦xx_+`$ is a homeomorphism; see , Prop. I.5.18. Thus, we obtain an induced hypergroup structure on the closed chamber $`\overline{𝔞_+}`$ which is determined by the convolution

(7.1)
$$\delta _x\delta _y=_𝒦\delta _{(x+ky)_+}𝑑k,x,y\overline{𝔞_+}.$$

In particular, the $`\delta _x\delta _y`$ are compactly supported probability measures on $`\overline{𝔞_+}`$. The identity element of this hypergroup is $`0`$, and the involution is given by $`(x_+)^{}=((x)_+)^{}.`$ From (7.1) together with the characterization of the spherical functions $`\psi _\lambda `$ by means of their product formula, we see that the set

$$\{\psi C(\overline{𝔞_+}):\delta _x\delta _y(\psi )=\psi (x)\psi (y)\}$$

of continuous, multiplicative functions on the hypergroup $`\overline{𝔞_+}`$ consists exactly of the functions $`\psi _\lambda ,\lambda 𝔞_{}`$. With the identification $`(𝔞,B)(^N,.,.),𝔞_+C`$ and $`J_k`$ as defined above, we in particular obtain

$$J_k(x,\lambda )J_k(y,\lambda )=_{\overline{C}}J_k(\xi ,\lambda )d(\delta _x\delta _y)(\xi )\text{for all }x,y\overline{C},\lambda ^N.$$

Suppose now that $`𝒢`$ is complex. Then $`k(\alpha )=1`$ for all $`\alpha `$, and the associated Bessel function $`J_\mathrm{𝟏}(.,\lambda )`$ is given by

$$J_\mathrm{𝟏}(x,\lambda )=c\underset{gG}{}\frac{\text{det}(g)}{\pi (x)\pi (\lambda )}e^{x,g\lambda }$$

with some constant $`c`$; here $`\pi `$ denotes the fundamental alternating polynomial

$$\pi (x)=\underset{\alpha R_+}{}\alpha ,x,$$

c.f. , Prop. 1.4. (This result remains obviously true if not a single $`G`$-orbit in $`R`$, but any $`G`$-invariant subset, in particular $`R`$ itself, is considered). The Laplace representation (2.3) for $`E_k`$ implies that for all $`x,\lambda ^N`$,

$$J_\mathrm{𝟏}(x,\lambda )=_^Ne^{\xi ,\lambda }𝑑\stackrel{~}{\mu }_x(\xi )$$

with the $`G`$-invariant probability measure

$$\stackrel{~}{\mu }_x:=\frac{1}{|G|}\underset{gG}{}\mu _{gx}^\mathrm{𝟏}.$$

For $`y^N`$, denote further by $`\nu _{x,y}M^1(^N)`$ the image measure of $`\stackrel{~}{\mu }_x`$ under the translation $`\xi \xi +y`$. Then

$`J_\mathrm{𝟏}(x,\lambda )J_\mathrm{𝟏}`$ $`(y,\lambda )=c{\displaystyle _^N}{\displaystyle \underset{gG}{}}{\displaystyle \frac{\text{det}(g)}{\pi (y)\pi (\lambda )}}e^{y+\xi ,g\lambda }d\stackrel{~}{\mu }_x(\xi )`$
$`=`$ $`c{\displaystyle _^N}{\displaystyle \underset{gG}{}}{\displaystyle \frac{\pi (\xi )}{\pi (y)}}{\displaystyle \frac{\text{det}(g)}{\pi (\xi )\pi (\lambda )}}e^{\xi ,g\lambda }d\nu _{x,y}(\xi )={\displaystyle _^N}J_\mathrm{𝟏}(\xi ,\lambda ){\displaystyle \frac{\pi (\xi )}{\pi (y)}}𝑑\nu _{x,y}(\xi ).`$
This shows that in the present case, the hypergroup convolution on $`\overline{C}`$ is given by $`\delta _x\delta _y=\pi (y)^1\rho _{x,y},`$ where $`\rho _{x,y}`$ is the image measure of $`\pi \nu _{x,y}`$ under the canonical projection $`^NG^N\overline{C}`$. Up to a common multiplictive factor, the spherical functions $`\psi _\lambda `$ of $`(𝒦𝔭,𝒦)`$ can be identified with the spherical functions $`\mathrm{\Phi }_\lambda `$ of the symmetric space $`𝒢/𝒦`$, c.f. , Prop. IV.4.10. So the $`\mathrm{\Phi }_\lambda `$ satisfy a slightly modified positive product formula, which has recently been investigated in . The representing measures are absolutely continuous with respect to Lebesgue measure in the generic case, and the authors obtain detailed information on their supports.


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# Variability-selected quasars behind the Small Magellanic CloudBased on observations collected at the Magellan Baade 6.5-m telescope.

## 1 Introduction

Searches for quasars in dense stellar fields — such as the Magellanic Clouds — were in the past hampered by difficulties in selecting candidates. Optical followup on X-ray selected objects had to deal with large number of candidates in X-ray source error boxes, while variability studies required monitoring of vast number of objects. At the same time, such quasars are of great astrophysical interest, for example as reference points for analysis of proper motions and as background sources for absorption studies. Until recently, only a handful of confirmed quasars behind the LMC and SMC were known (Blanco & Heathcote 1986; Crampton et al. 1997; Tinney et al. 1997; Anguita, Loyola, & Pedreros 2000; see also Kahabka et al. 1999, Haberl et al. 2000 and Kahabka, de Boer, & Brüns 2001). Almost all of those quasars were located behind the outer, sparse parts of the Clouds.

Recent developments — such as the launch of the Chandra X-ray Observatory with its superb spatial resolution in X-rays, and availability of large photometry databases (OGLE, MACHO) — are now making systematic searches for quasars in dense stellar fields possible. Recently, Dobrzycki et al. (2002) found four X-ray quasars among serendipitous sources in four Chandra observations of objects in the LMC coinciding with the OGLE fields.

A characteristic that was often used in quasar surveys was their irregular variability. Several such surveys were performed or are on-going (Hawkins 1983; Meusinger & Brunzendorf 2001; Rengstorf et al. 2001). In the Magellanic Clouds, this technique has been used by Geha et al. (2002), who published a list of forty seven quasars behind the LMC and SMC, selected from the MACHO database.

Between 1997 and 2001, large parts of the Magellanic Clouds were monitored for microlensing events by the Optical Gravitational Lensing Experiment (OGLE-II: Udalski, Kubiak & Szymański 1997). Udalski et al. (1998) released $`BVI`$ photometry and astrometry of 2.2 million objects from the central parts of the SMC111Data available from ftp://bulge.princeton.edu/ogle/ogle2/maps/smc/. In addition, a large catalog of 68,000 variable objects observed by OGLE-II in both the LMC and the SMC was prepared by Żebruń et al. (2001)222Data available from http://bulge.princeton.edu/$``$ogle/ogle2/dia/, based on a version of the image subtraction software (Alard & Lupton 1998) developed by Woźniak (2000).

Eyer (2002) presented an algorithm for selecting quasar candidates from objects in the OGLE database. He searched the database for slowly and irregularly varying blue objects and identified QSO candidates (“QCs”) towards the Magellanic Clouds: 118 QCs towards the LMC and 15 towards the SMC. Eyer also identified several “Unclassified” objects, which had similar light curve characteristics.

In 2002 September, we performed followup observations of twelve brightest “QSO Candidates” from the SMC from the Eyer’s list with the Magellan 6.5-meter Baade telescope. Five of them turned out to be previously unknown quasars; an excellent success rate. We also observed all four of Eyer’s “Unclassified” objects in the direction of the SMC and none of them turned out to be a QSO.

Coincidentally, less then a week after our observations had been completed, the paper by Geha et al. (2002) was posted on astro-ph. In this paper, the authors performed an analysis of the MACHO variable star database. They selected 360 quasar candidates behind the Magellanic Clouds, and completed followup observations of 259 of them. In that way, they identified forty seven quasars: thirty eight behind the LMC and nine behind the SMC. Three of their SMC objects were on the list of Eyer’s candidates: two quasars and a Be star.

In this paper, we present the identifications of the new quasars behind the SMC, and we discuss the prospects for application of Eyer’s method for quasar searches behind other dense stellar fields.

## 2 Observations and identifications

The optical spectra were obtained on 2002 September 16-18 with the Magellan Baade 6-5 meter telescope. We used the LDSS-2 imaging spectrograph, with a 2048$`\times `$2048 SITe#1 CCD with a scale of 0.38 arcsec/pixel, a gain of 1 $`e^{}/`$ADU, and a readout noise of $`7e^{}`$. The slit width was 1.03 arcsec and the grism setting was 300 l/mm, yielding a nominal resolution of 13.3 Å. Exposure times ranged from 120 to 600 seconds. All observations were carried out with the slit oriented in the east-west direction. Additionally, we observed two spectrophotometric standards, LTT 1788 and LTT 7379 (Hamuy et al. 1992). Following each observation, a He-Ne arc lamp spectrum was acquired for wavelength calibration purposes. Spectra were reduced in the standard way using IRAF.

Figure 1 shows the spectra of twelve of Eyer’s QC objects. There are five confirmed quasars among them, and we show their spectra on the left panel, while on the right panel one can find spectra of objects that turned out to be stars. We summarize the object properties in Table 1. We also observed all four of Eyer’s “Unclassified” objects, which all turned out to be stars; for completeness, we include this information in Table 1.

The spectra of all five quasars show at least two emission lines, enabling unambiguous determination of emission redshifts. As mentioned earlier, two of those quasars (QSO J010234.69–725424.1 and QSO J010721.61–724845.5) were independently identified by Geha et al. (2002).

## 3 Discussion

We have identified five variability-selected quasars among twelve brightest Quasar Candidates identified by Eyer (2002) based on the characteristics of their light curves in the OGLE database. The method is very efficient. As expected, the contaminants in the list of candidates were predominantly early type stars in the SMC. Qualitatively, we do not see any obvious trends or differences between the light curves of quasars and stars. In Figure 2 we show the OGLE light curves of the QC objects, arranged similarly to Fig. 1.

It appears, however, that the source colors will help in improving the candidate lists. In Figure 3 we show the color-color diagram for the twelve sources presented in this paper, plus twenty four Eyer’s QCs from the LMC region which were identified by Geha et al. (2002) and Huchra (2002, private communication). One can clearly see that variability-selected stars and quasars occupy different regions in the color-color space. We note here that the Faint Sky Variability Survey (Groot et al. 2002) data seem to show a similar effect.

In Fig. 3 we also show the known X-ray selected quasars in both the LMC and the SMC for which OGLE photometry is available. Those quasars also separate well from the stars. We note that one of Eyer’s selection criteria for quasar candidates was a color cutoff, $`VI<0.9`$, but this criterion was not applied to the X-ray-selected quasars before they were identified. They are typically redder than Eyer’s objects.

As mentioned earlier, until very recently only a handful of confirmed quasars were known in the general direction of the SMC (Crampton et al. 1997; Tinney et al. 1997). All those quasars are located in fairly sparse stellar fields away from the center of the SMC, which limits their applicability to studies of SMC proper motion or investigations of absorption properties of the SMC. Quasars presented in the present paper and objects from Geha et al. (2002) lie behind the dense parts of the SMC. Note that those quasars — extremely interesting and useful objects in their own right — are in reality byproducts of monitoring surveys, unrelated to the original scientific goals of the surveys. It is an excellent example that such projects can lead to unexpected, yet very valuable results.

Geha et al. (2002) independently identified two of our quasars. We note that those two objects are the largest redshift quasars among our five, but this most likely is just a coincidence, not a result of the difference in the methods applied by Geha et al. and Eyer. Geha et al.’s quasar redshifts span a large redshift range. We note, however, that two methods, which, after all, are based on a similar concept, apparently have a rather small intersection in the final candidate lists: there are only ten objects in common in both the SMC and the LMC. This fact and the fact that X-ray-selected quasars are redder than the variability-selected objects indicate that both techniques are conservative and both will miss some quasars. The two methods should therefore be considered as complementing one another, rather than as competing.

We note here that the same two quasars lie relatively close to ROSAT X-ray sources listed in Kahabka et al. (1999) and Haberl et al. (2000), although neither one of the X-ray sources was classified as a probable QSO.

One of the quasars identified in this paper, QSO J003850.79–731053.1 ($`z_{\mathrm{em}}=0.28,V=17.7`$) is a very promising candidate for studies of absorption in the SMC. Its brightness should enable good spectroscopy with the Cosmic Origin Spectrograph aboard the Hubble Space Telescope. The other four quasars and quasars from Geha et al. (2002) are very well positioned to be reference points for SMC proper motion studies. We add here that we also identified six other X-ray selected quasars behind the dense parts of the SMC; we will present them in the forthcoming paper (Dobrzycki et al. 2003, in preparation).

We were somewhat surprised to find a G-type star among Eyer’s QC objects, especially since he did utilize color selection in constructing the list of candidates. However, it was also the faintest of the observed objects, for which the photometry is likely rather uncertain.

Excellent efficiency of the variability-based method bodes well for searches of quasars behind other dense stellar fields for which monitoring photometry databases are available. A first successful search has already been published by Geha et al. (2002), who found 38 QSOs behind the LMC in the MACHO database.

The paper by Eyer (2002) contains a list of 118 QSO candidates behind the LMC. At present, identifications are known for $``$25 of them (Geha et al. 2002; Huchra 2002, private communication). As noted earlier, the color-color diagram for identified Eyer’s QSO candidates indicates that quasars are typically redder in $`VI`$ than QCs that turned out to be stars (Fig. 3). Remaining objects from Eyer’s LMC candidate list split roughly evenly between the quasar and stellar regions in the color-color diagram, indicating that the spectroscopic followup should yield a large number of quasars.

Geha et al. (2002) noted that their quasars tend to be bluer when they brighten. OGLE time coverage in $`B`$ and $`V`$ filters is much sparser than in $`I`$, which, combined with relatively small size of our sample, does not allow us to make quantitative statements of that nature. We do note, however, that this effect is present in the brightest of our quasars, QSO J003850.79–731053.1: the well defined features in the light curve of this object (top left panel on Fig. 2) have corresponding changes in the $`VI`$ color consistent with the effect seen in MACHO quasars.

Another extremely interesting region to search for quasars where the method could be applied is the Galactic Bulge. To our knowledge, no quasars have been identified so far in the vicinity of the Galactic center. There are, however, several regions where interstellar extinction is quite low ($`A_V<3`$) and where one could, in principle, see quasars. The best known such area is Baade’s Window (e.g. Stanek 1996), but there are several other.

Identifying quasars behind the Galactic Bulge would be very valuable. Recently, Sumi, Eyer, & Woźniak (2002) have shown that there is a statistically significant difference between proper motions of faint versus bright red clump stars in one of the OGLE bulge fields. Finding fixed reference points for this study, which quasars could provide, would be an extremely interesting result.

On one hand, the search toward the Galactic bulge will be made easier by the fact that there will be few early type stars, which in the Magellanic Clouds are the primary contaminants in the candidate lists. On the other hand, the quasars will be considerably reddened even in the low extinction windows, making them less conspicuous as blue objects. Also, the surface density of objects that need to be analyzed will be very large, and as a result there will likely be a sizeable number of artifacts, etc., which will contaminate the candidate lists.

We would like to thank L. Eyer, B. Paczyński and J. Stocke for helpful discussions, J. Huchra for observing the LMC candidates, and the referee, M. Geha, for helpful comments and, especially, for her suggestion to explore the information contained in the color-color diagram. AD acknowledges support from NASA Contract No. NAS8-39073 (CXC). LMM was supported by the Hubble Fellowship grant HF-01153.01-A from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555.