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.
General
Imprint: |
Cambridge UniversityPress
|
Country of origin: |
United Kingdom |
Series: |
Cambridge Tracts in Mathematics |
Release date: |
May 2004 |
First published: |
2004 |
Authors: |
Ming Liao
|
Dimensions: |
236 x 161 x 23mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
276 |
Edition: |
New |
ISBN-13: |
978-0-521-83653-1 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Algebra >
General
|
LSN: |
0-521-83653-0 |
Barcode: |
9780521836531 |
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