Levy processes and Fourier analysis on compact Lie groups

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We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.
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

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Probability, 60B15 (Primary) 58J65. (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/72776

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410154
 http://arxiv.org/abs/math/0410154
 Annals of Probability 2004, Vol. 32, No. 2, 1553-1573
 doi:10.1214/009117904000000306

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arXiv