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The Homogeneous Chaos over Compact Lie Groups

Leonard Gross
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Leonard Gross: Cornell University, Department of Mathematics

A chapter in Stochastic Processes, 1993, pp 117-123 from Springer

Abstract: Abstract For a compact simply connected Lie group G and related groups, an orthogonal decomposition of L 2 (G, heat kernel measure) is described which reduces, in case G = R d , to the well known decomposition of L 2 (R d , Gauss measure) into orthogonal subspaces determined by products of Hermite polynomials.

Keywords: Heat Kernel; Symmetric Tensor; Real Hilbert Space; Hermite Polynomial; Loop Group (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_14

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DOI: 10.1007/978-1-4615-7909-0_14

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