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

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Pages: 291-302

Publication Date: October 2, 2007

DOI: 10.1214/ECP.v12-1316

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