{
"item_title" : "Lévy Processes in Lie Groups",
"item_author" : [" Ming Liao "],
"item_description" : "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.",
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Overview
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.
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Details
- ISBN-13: 9780521836531
- ISBN-10: 0521836530
- Publisher: Cambridge University Press
- Publish Date: May 2004
- Dimensions: 9 x 6 x 1 inches
- Shipping Weight: 1.14 pounds
- Page Count: 276
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