On projective invariance of multi-parameter Brownian motion

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Abstract
The multi-parameter Brownian motion introduced by P. Lévy is not only a basic random field but also gives us interesting fine probabilistic structures as well as important properties from the view point of analysis. We shall be interested in investigation of such structures and properties by expressing the Brownian motion in terms of the multiparameter white noise. The expression naturally requires basic tools from analysis, in particular the Radon transform. While there arises the special linear group SL(n + 1, R), to which the Radon transform is adapted, and the group plays an important role in observing probabilistic structures of the Brownian motion. To be more interested, we can give some deep insight to unitary representations of SL(n + 1, R) through our discussion.

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