On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Probability
2021-12-01 v1 Representation Theory
Abstract
Let T be a random field invariant under the action of a compact group G We give conditions ensuring that independence of the random Fourier coefficients is equivalent to 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.0704.1575,
title = {On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups},
author = {P. Baldi and D. Marinucci and V. S. Varadarajan},
journal= {arXiv preprint arXiv:0704.1575},
year = {2021}
}