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}File | Dimensione | Formato | |
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