Lévy Processes in Lie Groups

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.

Author: Ming Liao
Publisher: Cambridge University Press
Published: 05/10/2004
Pages: 276
Binding Type: Hardcover
Weight: 1.14lbs
Size: 9.00h x 6.00w x 1.00d
ISBN: 9780521836531

Review Citation(s):
Scitech Book News 12/01/2004 pg. 36