Abstract
We study the Fourier expansion of the distribution density of a Lévy process in a compact Lie group based on the Peter–Weyl theorem.
Citation
Ming Liao. "Lévy processes and Fourier analysis on compact Lie groups." Ann. Probab. 32 (2) 1553 - 1573, April 2004. https://doi.org/10.1214/009117904000000306
Information
Published: April 2004
First available in Project Euclid: 18 May 2004
zbMATH: 1054.60003
MathSciNet: MR2060309
Digital Object Identifier: 10.1214/009117904000000306
Subjects:
Primary:
60B15
Secondary:
58J65
Keywords:
Fourier analysis
,
Lévy process
,
Lie group
Rights: Copyright © 2004 Institute of Mathematical Statistics
