Non-Fiction Books:

Invariant Markov Processes Under Lie Group Actions

Format

Hardback

Customer rating

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Share this product

Invariant Markov Processes Under Lie Group Actions by Ming Liao
$278.99
In stock with supplier

The item is brand new and in-stock in with one of our preferred suppliers. The item will ship from the Mighty Ape warehouse within the timeframe shown below.

Usually ships within 2-3 weeks

Availability

Delivering to:

Estimated arrival:

  • Around 13-20 December using standard courier delivery

Description

The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Levy-Khinchin representation. It interweaves probability theory, topology, and global analysis on manifolds to present the most recent results in a developing area of stochastic analysis. The author's discussion is structured with three different levels of generality:- A Markov process in a Lie group G that is invariant under the left (or right) translations- A Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on X- A Markov process xt invariant under the non-transitive action of a Lie group GA large portion of the text is devoted to the representation of inhomogeneous Levy processes in Lie groups and homogeneous spaces by a time dependent triple through a martingale property. Preliminary definitions and results in both stochastics and Lie groups are provided in a series of appendices, making the book accessible to those who may be non-specialists in either of these areas. Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects.
Release date NZ
July 17th, 2018
Author
Pages
363
Edition
1st ed. 2018
Illustrations
XIII, 363 p.
Country of Publication
Switzerland
Imprint
Springer International Publishing AG
ISBN-13
9783319923239
Product ID
27875767

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

  • If you think we've made a mistake or omitted details, please send us your feedback. Send Feedback
  • If you have a question or problem with this product, visit our Help section. Get Help
  • Seen a lower price for this product elsewhere? We'll do our best to beat it. Request a better price
Filed under...

Buy this and earn 1,255 Banana Points