Let T be a random field 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.
Baldi, P., Marinucci, D., Varadarajan, S. (2007). On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 12, 291-302.
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
BALDI, PAOLO;MARINUCCI, DOMENICO;
2007-01-01
Abstract
Let T be a random field 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.File in questo prodotto:
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