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Springer Probability on Compact Lie Groups - Springer Mathematics

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Description

Probability on Compact Lie Groups explores the rich intersection of chance and symmetry in modern mathematics, offering a comprehensive introduction to probability theory on compact Lie groups. This Springer text emphasises practical applications whilst covering fundamental theoretical foundations. The book examines measures through the non-commutative Fourier transform, establishes existence and regularity of densities, and analyses properties of random walks. Written for mathematicians, statisticians, and engineers working with signal processing, this volume makes an increasingly important area of mathematics accessible to students and researchers seeking rigorous yet applicable treatment of probabilistic structures on algebraic groups.

Key Features

Comprehensive introduction to probability theory on compact Lie groups, covering measure analysis via non-commutative Fourier transform techniques.

Addresses existence and regularity of densities, providing essential theoretical foundations for advanced probability applications.

Examines random walk properties on compact Lie groups, connecting abstract symmetry with practical stochastic behaviour.

Part of the Probability Theory and Stochastic Modelling series (volume 70), published by Springer with rigorous mathematical standards.

Designed for statisticians and engineers implementing signal processing methods that require compact Lie group probability theory.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
23 August 2016
Listed Since
10 August 2016

Barcode

No barcode data available

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