Levy processes and Fourier analysis on compact Lie groups

• 成果类型: Article
• 署名作者: Liao, M
• 署名单位: Auburn University System; Auburn University; Nankai University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000306
• 发表日期: 2004
• 页码: 1553-1573
• 关键词: random-walks

摘要

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