Lévy Processes in Lie Groups: 162 (Cambridge Tracts in Mathematics, Series Number 162) - Image 1

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Cambridge University Press Lévy Processes in Lie Groups: 162 (Cambridge Tracts in Mathematics, Series Number 162)

Name: Levy Processes in Lie Groups: 162 (Cambridge Tracts in Mathematics, Series Number 162)
Brand: Cambridge University Press
Price: 77.98 GBP
Availability: InStock

Algebra

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Description

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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521836530
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Algebra
Domain: Amazon UK
Release Date: 10 May 2004
Listed Since: 09 February 2007

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Cambridge University Press Lévy Processes in Lie Groups: 162 (Cambridge Tracts in Mathematics, Series Number 162)

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