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Levy Processes in Lie Groups.

Liao, Ming.

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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.
[NT 15003449]:	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
Subject:	Levy processes. -
Online resource:	http://dx.doi.org/10.1017/CBO9780511546624Click 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:

747418
Levy processes.
Index Terms--Genre/Form:

542853
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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035 $a 1809641
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a QA274.73 .L43 2004eb
082 0 0 $a 512.55 $a 512/.482
100 1 $a Liao, Ming. $3 752947
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 747418
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Bollobas, B. $3 1897715
700 1 $a Fulton, W. $3 713901
700 1 $a Katok, A. $3 1897716
700 1 $a Kirwan, F. $3 1897717
700 1 $a Sarnak, P. $3 1897718
700 1 $a Simon, B. $3 1897730
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521836531
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511546624