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On Lévy's Brownian motion indexed by the elements of compact groups

Published 2 Oct 2013 in math.PR, math-ph, and math.MP | (1310.0701v1)

Abstract: We investigate positive definiteness of the Brownian kernel K(x,y)=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).

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