4
votes
1answer
97 views

Connection between degree of growth and return probabilities of random walks on Lie groups

Let $G$ be a finitely generated group of polynomial growth, let $\mu$ be a non-degenerate symmetric probability measure with finite support on $G$, and let $d$ be the degree of growth of $G$. ...
2
votes
1answer
132 views

Distance measure for noisy $SE(3)$ transforms

I have a transformation $T \in SE(3)$ parameterized by a mean quaternion $q$ with covariance matrix $\Sigma_q \in R^{4\times4}$ and a mean translation $t \in R^3$ with covariance matrix $\Sigma_t \in ...
5
votes
1answer
181 views

Haar measure on $O(n)$ reduced to simpler probability space

The background of this question is how a random variable $X$ on the orthogonal group $O(n)$ whose distribution is the normalized Haar measure $\mu$, i.e., $\mu( O(n) ) = 1$, can be realized on a ...
5
votes
4answers
682 views

Is a measurable homomorphism on a Lie group smooth?

Let $G$ be a Lie group, and let $\mathcal B(G)$ its Borel $\sigma$-algebra. Suppose that $f : G \to G$ is a Borel-measurable homomorphism. Is $f$ smooth? Edit: My original question said "measurable ...
3
votes
3answers
315 views

Support of an infinitely divisible measure.

Hello, if $G$ is a compact Lie group. Let $\mu$ be an infinitely divisible measure on $G$, such that $e$, the neutral element of $G$, is in the support of $\mu$. Is that true that the support of ...
10
votes
1answer
463 views

Integration over the orthogonal group

Let $O(N)$ be the orthogonal group, and $a,b,c\in\mathbb N$. The question is: $$\int_{O(N)}U_{11}^aU_{22}^bU_{33}^cdU=?$$ This is quite a tricky question: (1) The first thought would go to ...
3
votes
2answers
308 views

Sample from a delta-ball in the orthogonal group O(n)

An answer to another question derived a formula for the volume of a delta-ball in $O(n)$. I am wondering if there is a (constructive) way to draw samples uniformly at random from such a region. For ...
4
votes
0answers
192 views

some weird relations among beta random variables

Let $X_i, Y_i, Z_i$ be three iid family of standard normal random variables. Then the following random variable is distributed the same as the first coordinate of a uniform $2$-sphere: $$ ...
4
votes
1answer
366 views

A question on random walks on semisimple groups

Let $G$ be a connected semisimple Lie group without compact factor, $\mu$ be a Borel probability measure on $G$ such that the group generated by $\mathrm{supp}(\mu)$ is Zariski dense in $G$. For ...
4
votes
0answers
163 views

average Riemannian distance between Identiity and a random point in SO(n) or SU(n)

I can compute the even moments of the Riemannian distance $d(Id, U)$ between the identity element and a uniformly chosen point on say $SU(n)$. But the odd moments elude me. Basically one needs to ...
3
votes
0answers
452 views

Has the Lie group preserving a probability distribution been used in Bayesian statistics?

For a (possibly signed) nondegenerate probability measure $\pi$ on $\{1,\dots,n\}$ define $$\langle \pi \rangle := \{R \in \operatorname{STO}(n): \pi R = \pi \}.$$ Here $\operatorname{STO}(n)$ denotes ...