Lévy Processes in Lie Groups: 162 (Cambridge Tracts in Mathematics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Lévy Processes in Lie Groups: 162 (Cambridge Tracts in Mathematics) Book

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. 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.Read More

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  • 0521836530
  • 9780521836531
  • Ming Liao
  • 10 May 2004
  • Cambridge University Press
  • Hardcover (Book)
  • 276
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