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Lévy processes in Lie groups /
The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy 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 count...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2004.
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| Colección: | Cambridge tracts in mathematics ;
162. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy 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 Lévy processes in general Lie groups, the limiting properties of Lévy 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. |
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| Descripción Física: | 1 online resource (x, 266 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 0511196083 9780511196089 0511195427 9780511195426 9780511546624 0511546629 1107150086 9781107150089 1280478004 9781280478000 9786610478002 6610478007 0511194781 9780511194788 |