On Lévy's Brownian motion indexed by elements of compact groups
Volume 133 / 2013
Colloquium Mathematicum 133 (2013), 227-236
MSC: Primary 43A35; Secondary 60G60, 60B15.
DOI: 10.4064/cm133-2-9
Abstract
\noindent We investigate positive definiteness of the Brownian kernel $K(x,y)=\frac {1}{2} ( d(x,x_0) + d(y,x_0) - d(x,y) )$ on a compact group $G$ and in particular for $G=SO(n)$.
