Levy Processes in Lie Groups

Klappentext The theory of Lé vy processes in Lie groups is not merely an extension of the theory of Lé vy 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. This work provides an introduction to Lé vy processes in general Lie groups, the limiting properties of Lé vy processes in semi-simple Lie groups of non-compact ty and the dynamical behavior of such processes as stochastic flows on certain homogeneous spaces. Zusammenfassung 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 in the Euclidean case. A necessary purchase for all whose research brings them into contact with Lévy processes. Inhaltsverzeichnis 1. Lévy processes in Lie groups; 2. Generator and stochastic integral equation of a Lévy process; 3. Semi-simple Lie groups of non-compact type; 4. Limiting properties of Lévy processes; 5. Rate of convergence; 6. Lévy processes as stochastic flows.

Produktdetails

• Autoren: Ming Liao, Ming (Auburn University Liao
• Mitarbeit: Bela Bollobas (Herausgeber), W. Fulton (Herausgeber)
• Verlag: Cambridge University Press ELT
• Sprache: Englisch
• Produktform: Fester Einband
• Erschienen: 10.05.2004
• EAN: 9780521836531
• ISBN: 978-0-521-83653-1
• Seiten: 276
• Serien: Cambridge Tracts in Mathematics; Cambridge Tracts in Mathematic; Cambridge Tracts in Mathematics; Cambridge Tracts in Mathematic
• Thema: Naturwissenschaften, Medizin, Informatik, Technik > Mathematik > Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik