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Problemes classiques de probabilite sur un couple de Gelfand

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Analytical Methods in Probability Theory

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 861))

Abstract

This paper describes Gelfand pairs to statisticians and probabilists and deals with six typical examples : euclidean space, sphere and cube; Poincaré half-plane, homogeneous tree and commutative group. It explains the role of spherical functions, specially the positive definite ones. In a second part, classical problems in probability are raised in that context : random walks, factorisations of probability distributions, stationary processes, and problems of Schoenberg type.

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Authors and Affiliations

  1. Université Paul Sabatier, 31400, Toulouse

    Gérard Letac

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  1. Gérard Letac
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Daniel Dugué Eugene Lukacs Vijay K. Rohatgi

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© 1981 Springer-Verlag

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Letac, G. (1981). Problemes classiques de probabilite sur un couple de Gelfand. In: Dugué, D., Lukacs, E., Rohatgi, V.K. (eds) Analytical Methods in Probability Theory. Lecture Notes in Mathematics, vol 861. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0097318

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  • DOI: https://doi.org/10.1007/BFb0097318

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10823-8

  • Online ISBN: 978-3-540-36785-7

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