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Levy Processes in Lie Groups.

Bollobas, B.

Levy Processes in Lie Groups.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Levy Processes in Lie Groups.
Author:	Liao, Ming.
other author:	Bollobas, B.
Published:	Cambridge :Cambridge University Press,2004.
Description:	278 p.
Subject:	Levy processes.
Online resource:	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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020 $a 9780521836531 (print)
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040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a QA274.73 .L43 2004eb
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100 1 $a Liao, Ming. $3 323953
245 1 0 $a Levy Processes in Lie Groups. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2004.
300 $a 278 p.
505 0 $a 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
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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Levy processes. $3 205891
655 7 $a Electronic books. $2 local. $3 214472
700 1 $a Bollobas, B. $3 322184
700 1 $a Fulton, W. $3 322185
700 1 $a Katok, A. $3 322186
700 1 $a Kirwan, F. $3 322187
700 1 $a Sarnak, P. $3 322188
700 1 $a Simon, B. $3 322203
710 2 $a Ebooks Corporation. $3 322111
776 1 $z 9780521836531
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511546624