Positive definite kernels on homogeneous spaces and certain stochastic processes related to Lévy's brownian motion of several parameters

Ramesh Gangolli

Annales de l'I.H.P. Probabilités et statistiques (1967)

  • Volume: 3, Issue: 2, page 121-226
  • ISSN: 0246-0203

How to cite

top

Gangolli, Ramesh. "Positive definite kernels on homogeneous spaces and certain stochastic processes related to Lévy's brownian motion of several parameters." Annales de l'I.H.P. Probabilités et statistiques 3.2 (1967): 121-226. <http://eudml.org/doc/76869>.

@article{Gangolli1967,
author = {Gangolli, Ramesh},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {probability theory},
language = {eng},
number = {2},
pages = {121-226},
publisher = {Gauthier-Villars},
title = {Positive definite kernels on homogeneous spaces and certain stochastic processes related to Lévy's brownian motion of several parameters},
url = {http://eudml.org/doc/76869},
volume = {3},
year = {1967},
}

TY - JOUR
AU - Gangolli, Ramesh
TI - Positive definite kernels on homogeneous spaces and certain stochastic processes related to Lévy's brownian motion of several parameters
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1967
PB - Gauthier-Villars
VL - 3
IS - 2
SP - 121
EP - 226
LA - eng
KW - probability theory
UR - http://eudml.org/doc/76869
ER -

References

top
  1. Ambrose W. [1], The Cartan structure equations in classical Riemannian geometry. Journal of the Indian Mathematical Society, 24, 1960, 23-76. Zbl0104.16302MR123996
  2. Bargmann V. [1], Unitary representations of the Lorentz group. Annals of Mathematics, 48, 1947, 568-640. Zbl0045.38801MR21942
  3. Belayev Yu K.. [1], Continuity and Hölder's conditions for sample functions of stationary Gaussian processes. Proceedings of the fourth Berkeley symposium in Mathematical Statistics and Probability Theory, vol. 2. University of California Press. Berkeley, 1961, 23-34. Zbl0111.33003
  4. Bochner S. [1], Harmonic analysis and the theory of probability. University of California Press. Berkeley, 1955. Zbl0068.11702MR72370
  5. Cartan É.. [1], Sur la détermination d'un système orthogonal complet dans un espace de Riemann symétrique clos. Circolo matematico di Palermo, Rendiconti, 53, 1929, 217-252. Zbl55.1029.01JFM55.1029.01
  6. Chentsov N.N. [1], Lévy's Brownian motion of several parameters and generalized white noise. Theory of probability and its applications, 2, 1957, 265-266. 
  7. Delsarte J. [1], Une extension nouvelle de la théorie des fonctions presque périodiques de Bohr. Acta Mathematica, 69, 1938, 259-317. Zbl0020.01902JFM64.0252.02
  8. Edwards R.E. and Hewitt E. [1], Pointwise limits for sequences of convolution operators. Acta Mathematica (Stockholm), 113, 1965, 181-218. Zbl0161.11104MR177259
  9. Erdelyi A., Magnus W., Oberhettinger C. and Tricomi F. [1], Higher Transcendental Functions, vol. 2 (Bateman Manuscript project) McGraw-Hill, New York, 1953. Zbl0051.30303
  10. Furstenberg H. [1], Noncommuting random products. Transactions of the American Mathematical Society, 108, 1963, 377-428. Zbl0203.19102MR163345
  11. Gangolli R. [1], Isotropic infinitely divisible measures on symmetric spaces. Acta Mathematica (Stockholm), 111, 1964, 213-246. Zbl0154.43804MR161350
  12. Gangolli R. [2], The sample functions of certain differential processes on symmetric spaces. Pacific Journal of Mathematics, 15, 1965, 477-496. Zbl0141.14903MR185654
  13. Gangolli R. [3], Abstract harmonic analysis and Lévy's Brownian motion of several parameters: Proceedings of the fifth Berkeley symposium in Mathematical Statistics and Probability Theory. University of California Press, Berkeley (To appear). Zbl0212.19503
  14. Godement R. [1], Les fonctions du type positif et la théorie des groupes. Transactions of the American Mathematical Society, 63, 1948, 1-84. Zbl0031.35903MR23243
  15. Godement R. [2], Introduction aux travaux de A. Selberg. Séminaire Bourbaki, Exposé 144, Paris, 1957. Zbl0202.40902
  16. Helgason S. [1], Differential geometry and symmetric spaces. Academic Press, New York, 1962. Zbl0111.18101MR145455
  17. Helgason S. [2], The Radon transform for Euclidean spaces, compact two-point homogeneous spaces and Grassmann manifolds. Acta Mathematica (Stockholm), 113, 1965, 153-180. Zbl0163.16602MR172311
  18. Herz C. [1], The spectral theory of bounded functions. Transactions of the American Mathematical Society, 94, 1960, 181-232. Zbl0090.33202MR131779
  19. Hida T. [1], Canonical representations of Gaussian processes and their applications. Memoirs of the college of Science. University of Kyotô. Series A. 23, 1960, 109-155. Zbl0100.34302MR119246
  20. Hirschman I.I. [1], Sur les polynômes ultrasphériques. Comptes Rendus de l'Académie des Sciences, Paris, 242, 1956, 2212-2215. Zbl0071.06102MR77900
  21. Itô K. [1], Isotropic random current. Proceedings of the third Berkeley symposium in Mathematical Statistics and Probability Theory, vol. 2, University of Califormia Press, 1956, 125-132. Zbl0071.13201MR84890
  22. Kennedy M. [1], A stochastic process associated with the ultraspherical polynomials. Proceedings of the Royal Irish Academy, section A, 64, 1961, 89-100. Zbl0104.11202MR140139
  23. Krein M.G. [1], Hermitian positive kernels on homogeneous spaces, I, II. Ame- rican Mathematical Society translations, series 2, vol. 34, 1963. Zbl0131.12101MR51438
  24. Levitan B.M. [1], The application of generalized displacement operators to linear differential equations of the second order. American Mathematical Society Translation, no. 59, Providence, R. I., 1951. MR44707
  25. Lévy P. [1], Processus Stochastiques et Mouvement Brownien. Gauthier-Villars, Paris, 1947. Zbl0034.22603MR190953
  26. Lévy P. [2], A special problem of Brownian motion and a general theory of Gaussian random functions. Proceedings of the third Berkeley symposium in Mathematical Statistics and Probability Theory, vol. 2. University of California Press, Berkeley, 1956, 133-175. Zbl0071.35101MR90934
  27. Lévy P. [3], Brownian motion depending on n parameters. The particular case n = 5. Proceedings of the symposia in applied mathematics. American Mathematical Society. Providence, R. I., 1957. Zbl0078.32601MR90933
  28. Lévy P. [4], Le mouvement brownien fonction d'un point de la sphère de Riemann:Circolo matematico di Palermo, Rendiconti, ser. 2,8, 1959, 297-310. Zbl0100.34103
  29. Loéve M. [1], Probability Theory. D. Van Nostrand Co. Princeton, 1963 (Third edition). Zbl0108.14202MR203748
  30. Loomis L. [1], Abstract harmonic analysis. D. Van Nostrand Co. Princeton, N. J., 1953. Zbl0052.11701MR54173
  31. Mckean H.P. Jr. [1], Brownian motion with a several dimensional time. Teoria Veroyatnostei, 8, 1963, 357-378. Zbl0124.08702MR157407
  32. Naimark M.A. [1], Normed rings (English translation). P. Noordhoff and Ltd. Amsterdam, 1960. Zbl0089.10102MR355601
  33. Parthasarathy K.R., Ranga Rao R. and Varadhan S.R.S. [1], Probability distributions on locally compact abelian groups. Illinois Journal of Mathematics, 7, 1963, 377-378. Zbl0129.10902MR190968
  34. Prohorov Yu V.. [1], Characteristic functionals. Proceedings of the fourth Berkeley symposium in Mathematical statistics and Probability theory. University of California Press, Berkeley, 1961, 403-419. Zbl0158.36502
  35. Prohorov Yu. V. [2], Convergence of random processes and limit theorems in probability theory. Teoria Veroyatnostei, i ee Primenenia, 1, 1956, 177-238. Zbl0075.29001MR84896
  36. Robin L. [1], Fonctions sphériques de Legendre et fonctions sphéroïdales. Tome II. Gauthier-Villars, Paris, 1958. Zbl0088.05102MR101928
  37. Rogalski Marc [1], Le théorème de Lévy-Khincin. Séminaire Choquet, Paris, 1963-1964. Exposé 2. Zbl0151.19001MR175161
  38. Schoenberg I.J. [1], Metric spaces and positive definite functions. Trans. Amer. Math. Soc., 44, 1938, 522-536. Zbl0019.41502MR1501980JFM64.0617.02
  39. Schoenberg I.J. [2], Metric spaces and completely monotone functions. Annals of Mathematics, 39, 1938, 811-841. Zbl0019.41503MR1503439JFM64.0617.03
  40. Tits J. [1], Sur certaines classes d'espaces homogènes de groupes de Lie. Acad. Roy. Belg. cl. Sci. Mem. Coll., 29, 1955, no. 3. Zbl0067.12301MR76286
  41. Varadhan S.R.S.. [1], Limit theorems for sums of independent random variables with values in a Hilbert space. Sankhya, 24, 1962, 213-238. Zbl0113.34101MR171305
  42. Vilenkin N.Ya. [1], Matrix-elements of irreducible unitary representations of the group of Lobachevsky space motions and the generalized Fock-Mehler transform. Dokladi Akademii Nauk, SSSR, 118, 1958, 219-222. Zbl0089.25301MR104115
  43. Wang H.C. [1], Two-point homogeneous spaces. Annals of Mathematics, 55, 1952, 177-191. Zbl0048.40503MR47345
  44. Weil A. [1], L'intégration dans les groupes topologiques et ses applications. Hermann, Paris, 1940. Zbl0063.08195JFM66.1205.02
  45. Wolf J.A. [1], Self-adjoint function spaces on Riemannian symmetric manifolds. Transactions of the American Mathematical Society, 113, 1964, 299-315. Zbl0129.08102MR170982
  46. Yaglom A.M. [1], Some classes of random fields in n-dimensional Euclidean space related to stationary random processes. Theory of probability and its applications (English Translation), 2, 1957, 273-320. Zbl0084.12804
  47. Yaglom A.M. [2], Second-order homogeneous random fields. Froceedings of the fourth Berkeley symposium in Mathematical Statistics and Probability Theory, vol. 2. University of California Press, 1961, 593-622. Zbl0123.35001MR146880

Citations in EuDML Documents

top
  1. Jacques Faraut, Fonction brownienne sur une variété riemannienne
  2. Olivier Mazet, Classification des semi-groupes de diffusion sur associés à une famille de polynômes orthogonaux
  3. Patrick Delorme, 1-cohomologie des représentations unitaires des groupes de Lie semi-simples et résolubles. Produits tensoriels continus de représentations
  4. S. Cohen, M. A. Lifshits, Stationary gaussian random fields on hyperbolic spaces and on euclidean spheres
  5. Jacques Faraut, Khelifa Harzallah, Distances hilbertiennes invariantes sur un espace homogène
  6. S. Cohen, M. A. Lifshits, Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
  7. Jacques Istas, Manifold indexed fractional fields
  8. Jacques Istas, Manifold indexed fractional fields

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.