Abstract
Let $T$ be a random field weakly 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
Citation
Paolo Baldi. Domenico Marinucci. Veeravalli Varadarajan. "On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups." Electron. Commun. Probab. 12 291 - 302, 2007. https://doi.org/10.1214/ECP.v12-1316
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