Lévy processes and Fourier analysis on compact Lie groups

Liao, Ming

Liao, Ming

Ann. Probab., Tome 32 (2004) no. 1A, p. 1553-1573 / Harvested from Project Euclid

Résumé

We study the Fourier expansion of the distribution density of a Lévy process in a compact Lie group based on the Peter–Weyl theorem.

Publié le : 2004-04-14
Classification: Fourier analysis, Lévy process, Lie group, 60B15, 58J65

@article{1084884862,
     author = {Liao, Ming},
     title = {L\'evy processes and Fourier analysis on compact Lie groups},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 1553-1573},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1084884862}
}

Liao, Ming. Lévy processes and Fourier analysis on compact Lie groups. Ann. Probab., Tome 32 (2004) no. 1A, pp.  1553-1573. http://gdmltest.u-ga.fr/item/1084884862/