On L\'evy's Brownian motion indexed by the elements of compact groups
Probability
2015-01-29 v1 Mathematical Physics
math.MP
Abstract
We investigate positive definiteness of the Brownian kernel K(x,y)=1/2(d(x,x_0) + d(y,x_0) - d(x,y)) on a compact group G and in particular for G=SO(n).
Keywords
Cite
@article{arxiv.1310.0701,
title = {On L\'evy's Brownian motion indexed by the elements of compact groups},
author = {Paolo Baldi and Maurizia Rossi},
journal= {arXiv preprint arXiv:1310.0701},
year = {2015}
}
Comments
Accepted for publication. 10 pages