Mean-Square continuity on homogeneous spaces of compact groups

Domenico Marinucci (University of Rome "Tor Vergata")
Giovanni Peccati (Luxembourg University)


We show that any finite-variance, isotropic random field on a compact group is necessarily mean-square continuous, under standard measurability assumptions. The result extends to isotropic random fields defined on homogeneous spaces where the group acts continuously.

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Pages: 1-10

Publication Date: May 23, 2013

DOI: 10.1214/ECP.v18-2400


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