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 Electronic Communications in Probability > Vol. 12 (2007) > Paper 29 open journal systems 


On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups

Paolo Baldi, Universita di Roma
Domenico Marinucci, Universita di Roma
Veeravalli S Varadarajan, University of California Los Angeles


Abstract
Let $T$ be a random field weakly 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


Full text: PDF

Pages: 291-302

Published on: October 2, 2007
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Electronic Communications in Probability. ISSN: 1083-589X