Decompounding on compact Lie groups

Abstract

Noncommutative harmonic analysis is used to solve a nonparametric estimation problem stated in terms of compound Poisson processes on compact Lie groups. This problem of decompounding is a generalization of a similar classical problem. The proposed solution is based on a char- acteristic function method. The treated problem is important to recent models of the physical inverse problem of multiple scattering.

26 pages, 3 figures, 25 references

References in corpus (2)

• A kernel type nonparametric density estimator for decompounding
• Levy processes and Fourier analysis on compact Lie groups

Cited by in corpus (3)

• Infinitely divisible central probability measures on compact Lie groups---regularity, semigroups and transition kernels
• Density estimation on the rotation group using diffusive wavelets
• Fake uniformity in a shape inversion formula