Compact group actions, spherical bessel functions, and invariant random variables

Kenneth I. Gross, Donald St P. Richards

Research output: Contribution to journalArticle

Abstract

The theory of compact group actions on locally compact abelian groups provides a unifying theory under which different invariance conditions studied in several contexts by a number of statisticians are subsumed as special cases. For example, Schoenberg's characterization of radially symmetric characteristic functions on Rn is extended to this general context and the integral representations are expressed in terms of the generalized spherical Bessel functions of Gross and Kunze. These same Bessel functions are also used to obtain a variant of the Lévy-Khinchine formula of Parthasarathy, Ranga Rao, and Varadhan appropriate to invariant distributions.

Original languageEnglish (US)
Pages (from-to)128-138
Number of pages11
JournalJournal of Multivariate Analysis
Volume21
Issue number1
DOIs
StatePublished - Feb 1987

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Numerical Analysis
  • Statistics, Probability and Uncertainty

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