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 counter...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2004
|
| Series: | Cambridge tracts in mathematics
162 |
| Subjects: | |
| Online Access: | BSB01 FHN01 UBR01 Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (x, 266 Seiten) |
| ISBN: | 9780511546624 |
| DOI: | 10.1017/CBO9780511546624 |
Staff View
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| dewey-ones | 512 - Algebra |
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| id | DE-604.BV043941654 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:16Z |
| institution | BVB |
| isbn | 9780511546624 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029350624 |
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| physical | 1 Online-Ressource (x, 266 Seiten) |
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| publishDate | 2004 |
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| spelling | Liao, Ming Verfasser (DE-588)1171336276 aut Lévy processes in Lie groups Ming Liao Cambridge Cambridge University Press 2004 1 Online-Ressource (x, 266 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge tracts in mathematics 162 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 Lévy processes Lie groups Lie-Gruppe (DE-588)4035695-4 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 s Lie-Gruppe (DE-588)4035695-4 s DE-604 Erscheint auch als Druck-Ausgabe 978-0-521-83653-1 https://doi.org/10.1017/CBO9780511546624 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Liao, Ming Lévy processes in Lie groups Lévy processes Lie groups Lie-Gruppe (DE-588)4035695-4 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| subject_GND | (DE-588)4035695-4 (DE-588)4463623-4 |
| title | Lévy processes in Lie groups |
| title_auth | Lévy processes in Lie groups |
| title_exact_search | Lévy processes in Lie groups |
| title_full | Lévy processes in Lie groups Ming Liao |
| title_fullStr | Lévy processes in Lie groups Ming Liao |
| title_full_unstemmed | Lévy processes in Lie groups Ming Liao |
| title_short | Lévy processes in Lie groups |
| title_sort | levy processes in lie groups |
| topic | Lévy processes Lie groups Lie-Gruppe (DE-588)4035695-4 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| topic_facet | Lévy processes Lie groups Lie-Gruppe Lévy-Prozess |
| url | https://doi.org/10.1017/CBO9780511546624 |
| work_keys_str_mv | AT liaoming levyprocessesinliegroups |