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Levy Processes In Lie Groups Ming Liao

Name: Levy Processes In Lie Groups Ming Liao
SKU: BELL-1011366
Price: 31.00 USD
Availability: InStock
Rating: 4.25 (88 reviews)

SKU: BELL-1011366

$ 31.00 ~~$ 45.00~~ (-31%)

4.3

88 reviews

Levy Processes In Lie Groups Ming Liao instant download after payment.

Publisher: Cambridge University Press

File Extension: PDF

File size: 1.41 MB

Pages: 278

Author: Ming Liao

ISBN: 9780511196089, 9780521836531, 0511196083, 0521836530

Language: English

Year: 2004

Product desciption

Levy Processes In Lie Groups Ming Liao by Ming Liao 9780511196089, 9780521836531, 0511196083, 0521836530 instant download after payment.

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. This work provides 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.