On L\'evy's Brownian motion indexed by the elements of compact groups
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🧮 math.PR
math-phmath.MP
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browniancompactdefinitenesselementsgroupgroupsindexedinvestigate
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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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