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 Li… Mehr…
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 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 Levy processes in general Lie groups, the limiting properties of Levy 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.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press<
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Up-to-the minute research on important stochastic processes.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press
hive.co.uk
No. 9780511192623. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten. Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
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 Li… Mehr…
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 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 Levy processes in general Lie groups, the limiting properties of Levy 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.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press<
No. 9780511192623. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten.
Up-to-the minute research on important stochastic processes.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press
No. 9780511192623. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten.
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Detailangaben zum Buch - Levy Processes in Lie Groups
EAN (ISBN-13): 9780511192623 Erscheinungsjahr: 2004 Herausgeber: Cambridge University Press
Buch in der Datenbank seit 2009-07-04T06:09:47+02:00 (Vienna) Detailseite zuletzt geändert am 2024-03-31T23:22:54+02:00 (Vienna) ISBN/EAN: 9780511192623
ISBN - alternative Schreibweisen: 978-0-511-19262-3 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: ming, liao, halliwell stephen Titel des Buches: lie groups, liao liao, levy
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