Probability on Compact Lie Groups by David Applebaum
Probability theory on compact Lie groups deals with the interaction between chance and symmetry, a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing).-
Foundations of Modern Probability
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Probabilistic Theory of Mean Field Games with Applications I
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Geometry of Level Sets of Random Fields, Kac–Rice Formulas, Hermite Expansions and Applications
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Dynamics on Graphs
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Hybrid Switching Diffusions
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Nonlinear Expectations and Stochastic Calculus under Uncertainty
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Measure-Valued Branching Markov Processes
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Pseudo-Regularly Varying Functions and Generalized Renewal Processes
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Stochastic Disorder Problems
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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
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Analysis and Approximation of Rare Events
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Random Ordinary Differential Equations and Their Numerical Solution
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Stochastic Evolution Systems
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Ambit Stochastics
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Mathematical Control Theory for Stochastic Partial Differential Equations
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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
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Lectures on Monte Carlo Theory
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Stochastic Control Theory
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Random Measures, Theory and Applications
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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
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Random Walks in the Quarter Plane
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Stochastic Flows and Jump-Diffusions
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Stochastic Multi-Stage Optimization
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The Quasispecies Equation and Classical Population Models
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Asymptotic Theory of Weakly Dependent Random Processes
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Stable Convergence and Stable Limit Theorems
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Stochastic Integration in Banach Spaces
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Continuous-Time Markov Decision Processes
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Dynamic Markov Bridges and Market Microstructure
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Limit Theorems for Multi-Indexed Sums of Random Variables
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Markov Renewal and Piecewise Deterministic Processes
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| ISBN 13 | |
| ISBN 10 | |
| Title | Probability on Compact Lie Groups |
| Author | David Applebaum |
| Series | |
| Condition | Unavailable |
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| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
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