Springer - Probability on Compact Lie Groups (Math Book 70)

Explore the connection between chance and symmetry with Probability on Compact Lie Groups. This volume from the Probability Theory and Stochastic Modelling series provides a comprehensive introduction to a mathematical field that is gaining significant traction in modern science. While the subject is mathematically significant on its own, it is increasingly used in practical applications such as engineering and statistics, particularly within the realm of signal processing. This book focuses on making complex concepts accessible by highlighting their real-world utility. Readers will find detailed coverage of essential topics, including the study of measures through the non-commutative Fourier transform, the existence and regularity of densities, and the properties of random walks. This text serves as a foundational resource for those looking to understand how symmetry influences probabilistic models in technical fields.