most citedLevy processes and Fourier analysis on compact Lie groups

8 citations · 8 across the 1 of their papers we have counts for

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1 paper

math.PR2004★ 8 cited

Levy processes and Fourier analysis on compact Lie groups

Ming Liao

We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.