Levy Processes in Lie Groups.

Liao, Ming.

Picture of Levy Processes in Lie Groups.
A title in the series “Cambridge Tracts in Mathematics”, it is a seriously scholarly little number. The reader is assumed to be familiar with Lie groups and stochastic analysis. It provides a good introduction to Levy processes in general Lie groups, and to the limiting properties of Levy processes in semi-simple Lie groups of non-compact type. It also looks at the dynamical behaviour of such processes as stochastic flows on certain homogenous spaces.

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SKU: 9780521836531


Description

The theory of Levy processes in Lie groups is not merely an extension of the theory of Levy 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 Levy processes in general Lie groups, the limiting properties of Levy 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.

Book Details

Author Liao, Ming.
Format HC
Publisher Cambridge
Publish Date 0/01/1900
Catalogue Aug18
Catalogue book number 212