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Problemes classiques de probabilite sur un couple de Gelfand

  • Gérard Letac
Conference paper
Part of the Lecture Notes in Mathematics book series (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.

Keywords

Positive Definite Function Brownian Motion Parameter Nous Allons Markov Additive Process Test Discret 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • Gérard Letac
    • 1
  1. 1.Université Paul SabatierToulouse

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