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Lévy processes in Lie groups /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Lévy processes in Lie groups // Ming Liao.
Author:	Liao, Ming
Description:	1 online resource (x, 266 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Lévy processes. -
Online resource:	https://doi.org/10.1017/CBO9780511546624
ISBN:	9780511546624 (ebook)

Lévy processes in Lie groups /
Liao, Ming(Mathematician),

Lévy processes in Lie groups /Ming Liao. - 1 online resource (x, 266 pages) :digital, PDF file(s). - Cambridge tracts in mathematics ;162. - Cambridge tracts in mathematics ;203..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511546624 (ebook)Subjects--Topical Terms:

1405890
Lévy processes.

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

Dewey Class. No.: 512/.482

Lévy processes in Lie groups /
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520 $a 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.
650 0 $a Lévy processes. $3 1405890
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