Hidden Bibliographic Details
| ISBN: | 0511196083
9780511196089
0511195427
9780511195426
9780511546624
0511546629
0511194048
9780511194047
0521836530
9780521836531
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| Digital file characteristics: | data file
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| Notes: | Includes bibliographical references and index.
Print version record.
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| Summary: | 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.
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| Other form: | Print version: Liao, Ming. Lévy processes in Lie groups. Cambridge ; New York : Cambridge University Press, 2004
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