Let T be a random field invariant under the action of a compact group G. We investigate properties of the Fourier coefficients as orthogonality and Gaussianity. In particular we give conditions ensuring that independence of the random Fourier coefficients implies 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. end{abstract}

Baldi, P., Trapani, S. (2015). Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 51(2), 648-671 [10.1214/14-AIHP600].

Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups

Baldi P;Trapani S.
2015-01-01

Abstract

Let T be a random field invariant under the action of a compact group G. We investigate properties of the Fourier coefficients as orthogonality and Gaussianity. In particular we give conditions ensuring that independence of the random Fourier coefficients implies 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. end{abstract}
2015
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Characterization of gaussian random fields; Fourier expansions; Invariant random fields; Invariant Random Fields; Fourier expansions; Characterization of Gaussian Random Fields
http://arxiv.org/pdf/1304.5142v1
Baldi, P., Trapani, S. (2015). Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 51(2), 648-671 [10.1214/14-AIHP600].
Baldi, P; Trapani, S
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/208019
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