Decompositions of Stochastic Processes Based on Irreducible Group Representations

DOI10.1137/S0040585X97984164zbMath1229.60039arXivmath/0509569OpenAlexW4313455316MaRDI QIDQ3580087

Jean-Renaud Pycke, Giovanni Peccati

Publication date: 11 August 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509569

zbMATH Keywords

stochastic processesquadratic functionalsflat torusirreducible representationsKarhunen-Loève expansionsdouble Wiener-Itô integralstopological compact groupsWatson's duplication identity

Mathematics Subject Classification ID

Gaussian processes (60G15) General theory of stochastic processes (60G07) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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