The theory of L???vy processes in Lie groups is not merely an extension of the theory of L???vy 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 ...
Read More
The theory of L???vy processes in Lie groups is not merely an extension of the theory of L???vy 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 L???vy processes in general Lie groups, the limiting properties of L???vy 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.
Read Less
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Slight rubbing to edges of dust-jacket, now protected using removable clear wrap, otherwise in excellent condition. Appears unread. Next day dispatch by Royal Mail in sturdy, recyclable packaging. 1000's of satisfied customers! Please contact us with any enquiries.
