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.
2007
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
arXiv:0704.1575v1
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.
Baldi, P; Marinucci, D; Varadarajan, S
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/21215
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