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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Complex analysis
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Probability on Compact Lie Groups (Paperback, Softcover reprint of the original 1st ed. 2014)
Loot Price: R2,962
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Probability on Compact Lie Groups (Paperback, Softcover reprint of the original 1st ed. 2014)
Series: Probability Theory and Stochastic Modelling, 70
Expected to ship within 10 - 15 working days
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Probability theory on compact Lie groups deals with the interaction
between “chance” and “symmetry,” a beautiful area of
mathematics of great interest in its own sake but which is now also
finding increasing applications in statistics and engineering
(particularly with respect to signal processing). The author gives
a comprehensive introduction to some of the principle areas of
study, with an emphasis on applicability. The most important topics
presented are: the study of measures via the non-commutative
Fourier transform, existence and regularity of densities,
properties of random walks and convolution semigroups of measures
and the statistical problem of deconvolution. The emphasis on
compact (rather than general) Lie groups helps readers to get
acquainted with what is widely seen as a difficult field but which
is also justified by the wealth of interesting results at this
level and the importance of these groups for applications. The book
is primarily aimed at researchers working in probability,
stochastic analysis and harmonic analysis on groups. It will also
be of interest to mathematicians working in Lie theory and
physicists, statisticians and engineers who are working on related
applications. A background in first year graduate level measure
theoretic probability and functional analysis is essential; a
background in Lie groups and representation theory is certainly
helpful but the first two chapters also offer orientation in these
subjects.
General
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