Compact group actions, spherical bessel functions, and invariant random variables
The theory of compact group actions on locally compact abelian groups provides a unifying theory under which different invariance conditions studied in several contexts by a number of statisticians are subsumed as special cases. For example, Schoenberg's characterization of radially symmetric characteristic functions on n is extended to this general context and the integral representations are expressed in terms of the generalized spherical Bessel functions of Gross and Kunze. These same Bessel functions are also used to obtain a variant of the Lévy-Khinchine formula of Parthasarathy, Ranga Rao, and Varadhan appropriate to invariant distributions.
Year of publication: |
1987
|
---|---|
Authors: | Gross, Kenneth I. ; Richards, Donald St. P. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 21.1987, 1, p. 128-138
|
Publisher: |
Elsevier |
Keywords: | Compact groups spherical Bessel function Lévy-Khinchine and stochastic representations quotient measure |
Saved in:
Saved in favorites
Similar items by person
-
Entropy inequalities for some multivariate distributions
Peddada, Shyamal Das, (1991)
-
Positive definite symmetric functions on finite-dimensional spaces II
Richards, Donald St. P., (1985)
-
Finite-sample inference with monotone incomplete multivariate normal data, II
Chang, Wan-Ying, (2010)
- More ...