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April 2004 Lévy processes and Fourier analysis on compact Lie groups
Ming Liao
Ann. Probab. 32(2): 1553-1573 (April 2004). DOI: 10.1214/009117904000000306

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.

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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

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Vol.32 • No. 2 • April 2004
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