Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Decompositions of stochastic processes based on irreductible group
  representations   Let G be a topological compact group acting on some space Y. We study a
decomposition of Y-indexed stochastic processes, based on the orthogonality
relations between the characters of the irreducible representations of G. In
the particular case of a Gaussian process with a G-invariant law, such a
decomposition gives a very general explanation of a classic identity in law -
between quadratic functionals of a Brownian bridge - due to Watson (1961).
Several relations with Karhunen-Lo\`{e}ve expansions are discussed, and some
applications and extensions are given - in particular related to Gaussian
processes indexed by a torus.

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The categories of this paper are: eess
18
The categories of this paper are: econ
9
The categories of this paper are: nlin
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys
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The categories of this paper are: chao-dyn
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The categories of this paper are: dg-ga
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The categories of this paper are: mtrl-th
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The categories of this paper are: supr-con
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The categories of this paper are: patt-sol
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The categories of this paper are: atom-ph
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The categories of this paper are: physics
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The categories of this paper are: cs
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The categories of this paper are: bayes-an
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The categories of this paper are: comp-gas
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The categories of this paper are: q-fin