Transition densities and traces for invariant feller processes on compact symmetric spaces

We find necessary and sufficient conditions for a finite K–bi–invariant measure on a compact Gelfand pair (G, K) to have a square–integrable density. For convolution semigroups, this is equivalent to having a continuous density in positive time. When (G, K) is a compact Riemannian symmetric pair, we study the induced transition density for G–invariant Feller processes on the symmetric space X = G/K. These are obtained as projections of K–bi–invariant L´evy processes on G, whose laws form a convolution semigroup. We obtain a Fourier series expansion for the density, in terms of spherical functions, where the spectrum is described by Gangolli’s L´evy–Khintchine formula. The density of returns to any given point on X is given by the trace of the transition semigroup, and for subordinated Brownian motion, we can calculate the short time asymptotics of this quantity using recent work of Ba˜nuelos and Baudoin. In the case of the sphere, there is an interesting connection with the Funk–Hecke theorem.