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Martingale characterizations of stochastic processes on compact groups
Martingale characterizations of stochastic processes compact groups
2009/9/22
By a classical result of P. Lbvy, the Brownian motion
(Btjtb0 on R may be characterized as a continuous process on R such
that (B,),,, and (3;-t),,, are martingales. Generalizations of this
result ...
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
isotropic Gaussian fields homogeneous spaces compact groups
2009/3/30
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 ...
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
characterization homogeneous spaces compact groups
2009/3/23
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. ...