Mathematics – Probability
Scientific paper
2004-10-06
Annals of Probability 2004, Vol. 32, No. 2, 1553-1573
Mathematics
Probability
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imsta
Scientific paper
10.1214/009117904000000306
We study the Fourier expansion of the distribution density of a Levy process
in a compact Lie group based on the Peter-Weyl theorem.
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