2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/72776We 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/10.1214/009117904000000306Probability60B15 (Primary) 58J65. (Secondary)text