Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups

DOI10.1214/14-AIHP600zbMath1353.60008arXiv1304.5142OpenAlexW2963264106WikidataQ115240859 ScholiaQ115240859MaRDI QIDQ2346190

Paolo Baldi, Stefano Trapani

Publication date: 29 May 2015

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.5142

zbMATH Keywords

random fieldsFourier expansionscharacterization of Gaussian random fields

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Fourier and Fourier-Stieltjes transforms on nonabelian groups and on semigroups, etc. (43A30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites Work

• Mean-square continuity on homogeneous spaces of compact groups
• Some characterizations of the spherical harmonics coefficients for isotropic random fields
• Invariant random fields in vector bundles and application to cosmology
• On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
• Decompositions of Stochastic Processes Based on Irreducible Group Representations
• A Characterization of the Multivariate Normal Distribution
• Exercises in Probability
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