Levy processes and Fourier analysis on compact Lie groups
Probability
2007-05-23 v1
Abstract
We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.
Keywords
Cite
@article{arxiv.math/0410154,
title = {Levy processes and Fourier analysis on compact Lie groups},
author = {Ming Liao},
journal= {arXiv preprint arXiv:math/0410154},
year = {2007}
}
Comments
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000306