On Lévy's Brownian motion indexed by elements of compact groups
We investigate positive definiteness of the Brownian kernel K(x,y) = 1/2(d(x,x₀) + d(y,x₀) - d(x,y)) on a compact group G and in particular for G = SO(n).
We investigate positive definiteness of the Brownian kernel K(x,y) = 1/2(d(x,x₀) + d(y,x₀) - d(x,y)) on a compact group G and in particular for G = SO(n).
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