English

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

Probability 2013-04-19 v1

Abstract

Let TT be a random field invariant under the action of a compact group GG. In the line of previous work we investigate properties of the Fourier coefficients as orthogonality and Gaussianity. In particular we give conditions ensuring that independence of the random Fourier coefficients implies Gaussianity. As a consequence, in general, it is not possible to simulate a non-Gaussian invariant random field through its Fourier expansion using independent coefficients.

Keywords

Cite

@article{arxiv.1304.5142,
  title  = {Fourier coefficients of invariant random fields on homogeneous spaces of compact groups},
  author = {Paolo Baldi and Stefano Trapani},
  journal= {arXiv preprint arXiv:1304.5142},
  year   = {2013}
}