A Bochner-type representation of positive definite mappings on the dual of a compact group

Heyer, Herbert

doi:10.31390/cosa.7.3.07

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Definition and Main Results2

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2016

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“…It follows from Proposition 2 and the Bochner theorem (Theorem 5.5 in [8]) that there exists a unique finite Radon central measure µ Y defined on the Borel σ-algebra of G for which…”

Section: Definition and Main Resultsmentioning

confidence: 99%

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Stationary Random Fields on the Unitary Dual of a Compact Group

Applebaum

2016

Lecture Notes in Mathematics

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We generalise the notion of wide-sense stationarity from sequences of complex-valued random variables indexed by the integers, to fields of random variables that are labelled by elements of the unitary dual of a compact group. The covariance is positive definite, and so it is the Fourier transform of a finite central measure (the spectral measure of the field) on the group. Analogues of the Cramer and Kolmogorov theorems are extended to this framework. White noise makes sense in this context and so, for some classes of group, we can construct time series and investigate their stationarity. Finally we indicate how these ideas fit into the general theory of stationary random fields on hypergroups.

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“…It follows from Proposition 2 and the Bochner theorem (Theorem 5.5 in [8]) that there exists a unique finite Radon central measure µ Y defined on the Borel σ-algebra of G for which…”

Section: Definition and Main Resultsmentioning

confidence: 99%

“…Proof. By the Bochner theorem of [8], there exists a finite Radon central measure µ on (G, B(G)) so that for all π ∈ G,…”

Section: Definition and Main Resultsmentioning

confidence: 99%