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

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}
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
Articolo su rivista
File in questo prodotto:
File Dimensione Formato  
trapani-baldi-AIHP600.pdf

accesso solo dalla rete interna

Descrizione: Articolo principale
Tipologia: Versione Editoriale (PDF)
Licenza: Copyright dell'editore
Dimensione 293.32 kB
Formato Adobe PDF
293.32 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/208019
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 2
social impact