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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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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Convex Stochastic Optimization
From the book reviews:
“The aim of this book is to present several interesting, selected aspects of algebraic probability theory on compact Lie groups which are not covered by other texts …The text considers a lot of selected, interesting, and motivating topics in algebraic probability theory.” (Michael Voit, zbMATH, Vol. 1302, 2015)
David Applebaum is Professor of Mathematics at the University of Sheffield, UK. He was educated at St Andrews and Nottingham Universities and has previously worked at Nottingham Trent University, UK. He is the author of over 70 published research papers and 3 books and is currently an associate editor for 3 journals. Most of his research is in the area of probability and stochastic analysis with an emphasis on stochastic processes with jumps (Levy processes), stochastic differential and partial differential equations and processes taking value in Lie groups and manifolds. He has also worked on quantum stochastic processes.
| SKU | Unavailable |
| ISBN 13 | 9783319078410 |
| ISBN 10 | 3319078410 |
| Title | Probability on Compact Lie Groups |
| Author | David Applebaum |
| Series | Probability Theory And Stochastic Modelling |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer International Publishing AG |
| Year published | 2014-07-09 |
| Number of pages | 217 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |