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Lévy Processes in Lie Groups on Hardback by Ming Liao
Lévy Processes in Lie Groups on Hardback by Ming Liao
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Lévy Processes in Lie Groups

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Description

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.
Release date NZ
May 10th, 2004
Author
Audience
  • Professional & Vocational
Pages
276
Dimensions
161x236x23
ISBN-13
9780521836531
Product ID
2161894

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