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Levy Processes in Lie Groups.

Bollobas, B.

Levy Processes in Lie Groups.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Levy Processes in Lie Groups.
作者:	Liao, Ming.
其他作者:	Bollobas, B.
出版者:	Cambridge :Cambridge University Press,2004.
面頁冊數:	278 p.
標題:	Levy processes.
電子資源:	Click here to view book
ISBN:	9780511546624 (electronic bk.)

Levy Processes in Lie Groups.
Liao, Ming.

Levy Processes in Lie Groups.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 278 p.

Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Levy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Levy Process; 4 Levy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Levy Processes; 7 Rate of Convergence; 8 Levy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index

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 in the Euclidean case. A necessary purchase for all whose research brings them into contact with Levy processes.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511546624 (electronic bk.)Subjects--Topical Terms:

205891
Levy processes.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: QA274.73 .L43 2004eb

Dewey Class. No.: 512.55

Levy Processes in Lie Groups.
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520 $a 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 in the Euclidean case. A necessary purchase for all whose research brings them into contact with Levy processes.
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650 4 $a Levy processes. $3 205891
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