Levy processes and Fourier analysis on compact Lie groups
arXiv:math/0410154 · doi:10.1214/009117904000000306
Abstract
We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000306