ISBN: 9780511192623

The theory of Levy processes in Lie groups is not merely an extension of the theory of Levy processes in Euclidean spaces. Because of the unique structures possessed by non-commutative Li… More...

The theory of Levy processes in Lie groups is not merely an extension of the theory of Levy processes in Euclidean spaces. Because of the unique structures possessed by non-commutative Lie groups, these processes exhibit certain interesting limiting properties which are not present for their counterparts in Euclidean spaces.These properties reveal a deep connection between the behaviour of the stochastic processes and the underlying algebraic and geometric structures of the Lie groups themselves.The purpose of this work is to provide an introduction to Levy processes in general Lie groups, the limiting properties of Levy processes in semi-simple Lie groups of non-compact type and the dynamical behavior of such processes as stochastic flows on certain homogeneous spaces.The reader is assumed to be familiar with Lie groups and stochastic analysis, but no prior knowledge of semi-simple Lie groups is required.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press<

ISBN: 9780511192623

Up-to-the minute research on important stochastic processes.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press

ISBN: 9780511192623

Levy Processes in Lie Groups: ab 105.49 € eBooks > Belletristik > Erzählungen Cambridge University Press eBook als pdf, Cambridge University Press

ISBN: 9780511192623

Levy Processes in Lie Groups: ab 104.99 € eBooks > Belletristik > Erzählungen Cambridge University Press eBook als pdf, Cambridge University Press

2004, ISBN: 9780511192623

eBooks, eBook Download (PDF), Auflage, [PU: Cambridge University Press], [ED: 1], Cambridge University Press, 2004