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Levy Processes in Lie Groups.
~
Liao, Ming.
Levy Processes in Lie Groups.
紀錄類型:
書目-電子資源 : 單行本
Title/Author:
Levy Processes in Lie Groups./
Author:
Liao, Ming.
other author:
Kirwan, F.
Published:
Cambridge :Cambridge University Press, : 2004.,
Description:
278 p.
Subject:
Levy processes. -
Online resource:
Click here to view book
ISBN:
9780511546624 (electronic bk.)
Levy Processes in Lie Groups.
Liao, Ming.
Levy Processes in Lie Groups.
[electronic resource]. - Cambridge :Cambridge University Press,2004. - 278 p.
Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Levy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Levy Process; 4 Levy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Levy Processes; 7 Rate of Convergence; 8 Levy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index
The theory of Levy processes in Lie groups is not merely an extension of the theory of Levy 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 Levy processes.
Electronic reproduction.
Available via World Wide Web.
Mode of access: World Wide Web.
ISBN: 9780511546624 (electronic bk.)Subjects--Topical Terms:
128814
Levy processes.
Index Terms--Genre/Form:
96803
Electronic books.
LC Class. No.: QA274.73 .L43 2004eb
Dewey Class. No.: 512.55
Levy Processes in Lie Groups.
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Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Levy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Levy Process; 4 Levy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Levy Processes; 7 Rate of Convergence; 8 Levy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index
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The theory of Levy processes in Lie groups is not merely an extension of the theory of Levy 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 Levy processes.
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Click here to view book
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http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511546624
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