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On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups


 
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1. Title Title of document On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
 
2. Creator Author's name, affiliation, country Paolo Baldi; Universita di Roma
 
2. Creator Author's name, affiliation, country Domenico Marinucci; Universita di Roma
 
2. Creator Author's name, affiliation, country Veeravalli S Varadarajan; University of California Los Angeles
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) isotropic Random Fields, Fourier expansions, Characterization of Gaussian Random Fields
 
3. Subject Subject classification Primary 60B15; secondary 60E05,43A30
 
4. Description 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
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2007-10-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1316
 
10. Identifier Digital Object Identifier 10.1214/ECP.v12-1316
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 12
 
12. Language English=en
 
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