ISBN: 9780521836531 - lévy processes in lie groups: 162 (cambridge tracts in mathematics) (cambridge tracts in mathematics #162, band 162) (9 Ergebnisse)

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Zustand: New. Up-to-the minute research on important stochastic processes. Series: Cambridge Tracts in Mathematics. Num Pages: 276 pages, Illustrations. BIC Classification: PBF. Category: (P) Professional & Vocational. Dimension: 164 x 235 x 24. Weight in Grams: 560. . 2004. hardcover. . . . . Books ship from the US and Ireland.…

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Hardcover. First Edition, First Printing. Octavo, 266 pages. In Very Good minus condition with Very Good dust jacket. Light blue spine with black text. Dust jacket has mild shelf wear. Textblock has black marker on head edge. Shelved Locked Annex, ND-HV. 1384392. FP New Rockville Stock.

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Hardcover. Zustand: Brand New. 266 pages. 9.25x6.25x1.00 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 for their counterparts in Euclidean spaces. These properties reveal a deep connection between the behaviour of the stochastic processes and the underlying algebraic and geometric structures of the Lie groups themselves. The purpose of this work is to provide an introduction to Lévy processes in general Lie groups, the limiting properties of Lévy processes in semi-simple Lie groups of non-compact type and the dynamical behavior of such processes as stochastic flows on certain homogeneous spaces. The reader is assumed to be familiar with Lie groups and stochastic analysis, but no prior knowledge of semi-simple Lie groups is required.…