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2007 On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Paolo Baldi, Domenico Marinucci, Veeravalli Varadarajan
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Electron. Commun. Probab. 12: 291-302 (2007). DOI: 10.1214/ECP.v12-1316

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

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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

Information

Accepted: 2 October 2007; Published: 2007
First available in Project Euclid: 6 June 2016

zbMATH: 1128.60039
MathSciNet: MR2342708
Digital Object Identifier: 10.1214/ECP.v12-1316

Subjects:
Primary: 60B15
Secondary: 43A30, 60E05

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