Levy Processes in Lie Groups by Ming Liao

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Summary

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.

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Levy Processes in Lie Groups by Ming Liao

The theory of L vy processes in Lie groups is not merely an extension of the theory of L 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 L vy processes in general Lie groups, the limiting properties of L vy processes in semi-simple Lie groups of non-compact type and the dynamical behavior of such processes as stochastic flows on certain homogeneous spaces.
' an outstanding addendum to the literature on modern probability theory' Mathematical Reviews

Ming Liao is a professor in the Department of Mathematics and Statistics at Auburn University. He has published 45 research papers and one monograph on probability theory. He received a Ph.D. from Stanford University.

SKU Unavailable
ISBN 13 9780521836531
ISBN 10 0521836530
Title Levy Processes in Lie Groups
Author Ming Liao
Series Cambridge Tracts In Mathematics
Condition Unavailable
Binding Type Hardback
Publisher Cambridge University Press
Year published 2004-05-10
Number of pages 276
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.