Abstract:Abstract-Wide sense stationary processes are a mainstay of classical signal processing. It is well known that they can be obtained by solving ordinary differential equations with constant coefficients whose right-hand side is a white noise. This paper addresses the extension of this construction to random fields defined on compact Lie groups. On an underlying compact Lie group, the paper studies left invariant second-order elliptic partial differential equations whose right-hand side is a spatial white noise. … Show more
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