On Lévy's Brownian motion indexed by the elements of compact groups
Paolo Baldi, Maurizia Rossi·2013-10-02·via math.PR updates on arXiv.org
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).