Invariant Markov Processes Under Lie Group Actions
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Invariant Markov Processes Under Lie Group Actions
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Author : Ming Liao
language : en
Publisher: Springer
Release Date : 2018-06-28
Invariant Markov Processes Under Lie Group Actions written by Ming Liao and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-28 with Mathematics categories.
The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Lévy-Khinchin representation. It interweaves probability theory, topology, and global analysis on manifolds to present the most recent results in a developing area of stochastic analysis. The author’s discussion is structured with three different levels of generality:— A Markov process in a Lie group G that is invariant under the left (or right) translations— A Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on X— A Markov process xt invariant under the non-transitive action of a Lie group GA large portion of the text is devoted to the representation of inhomogeneous Lévy processes in Lie groups and homogeneous spaces by a time dependent triple through a martingale property. Preliminary definitions and results in both stochastics and Lie groups are provided in a series of appendices, making the book accessible to those who may be non-specialists in either of these areas. Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects.
Geometry And Invariance In Stochastic Dynamics
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Author : Stefania Ugolini
language : en
Publisher: Springer Nature
Release Date : 2022-02-09
Geometry And Invariance In Stochastic Dynamics written by Stefania Ugolini and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-09 with Mathematics categories.
This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.
L Vy Processes In Lie Groups
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Author : Ming Liao
language : en
Publisher: Cambridge University Press
Release Date : 2004-05-10
L Vy Processes In Lie Groups written by Ming Liao and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-05-10 with Mathematics categories.
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.
Foundations Of Modern Probability
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Author : Olav Kallenberg
language : en
Publisher: Springer Nature
Release Date : 2021-02-07
Foundations Of Modern Probability written by Olav Kallenberg and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-07 with Mathematics categories.
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.
Ergodic Theory And Zd Actions
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Author : Mark Pollicott
language : en
Publisher: Cambridge University Press
Release Date : 1996-03-28
Ergodic Theory And Zd Actions written by Mark Pollicott and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-03-28 with Mathematics categories.
A mixture of surveys and original articles that span the theory of Zd actions.
Dynamical Systems Ergodic Theory And Applications
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Author : L.A. Bunimovich
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-04-05
Dynamical Systems Ergodic Theory And Applications written by L.A. Bunimovich and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-04-05 with Mathematics categories.
This EMS volume, the first edition of which was published as Dynamical Systems II, EMS 2, familiarizes the reader with the fundamental ideas and results of modern ergodic theory and its applications to dynamical systems and statistical mechanics. The enlarged and revised second edition adds two new contributions on ergodic theory of flows on homogeneous manifolds and on methods of algebraic geometry in the theory of interval exchange transformations.
Encyclopaedia Of Mathematics
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Author : Michiel Hazewinkel
language : en
Publisher: Springer
Release Date : 2013-12-20
Encyclopaedia Of Mathematics written by Michiel Hazewinkel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.
Advances In Guidance Navigation And Control
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Author : Liang Yan
language : en
Publisher: Springer Nature
Release Date : 2025-03-03
Advances In Guidance Navigation And Control written by Liang Yan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-03-03 with Technology & Engineering categories.
This book features the latest theoretical results and techniques in the field of guidance, navigation, and control (GNC) of vehicles and aircrafts. It covers a wide range of topics, including but not limited to, intelligent computing communication and control; new methods of navigation, estimation, and tracking; control of multiple moving objects; manned and autonomous unmanned systems; guidance, navigation, and control of miniature aircraft; and sensor systems for guidance, navigation and control, etc. Presenting recent advances in the form of illustrations, tables, and text, it also provides detailed information of a number of the studies, to offer readers insights for their own research. In addition, the book addresses fundamental concepts and studies in the development of GNC, making it a valuable resource for both beginners and researchers wanting to further their understanding of guidance, navigation, and control.
Pseudo Differential Operators And Markov Processes
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Author : Niels Jacob
language : en
Publisher: De Gruyter Akademie Forschung
Release Date : 1996
Pseudo Differential Operators And Markov Processes written by Niels Jacob and has been published by De Gruyter Akademie Forschung this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Mathematics categories.
Mathematics Of Complexity And Dynamical Systems
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Author : Robert A. Meyers
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-10-05
Mathematics Of Complexity And Dynamical Systems written by Robert A. Meyers and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-05 with Mathematics categories.
Mathematics of Complexity and Dynamical Systems is an authoritative reference to the basic tools and concepts of complexity, systems theory, and dynamical systems from the perspective of pure and applied mathematics. Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of collective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures. These systems are often characterized by extreme sensitivity to initial conditions as well as emergent behavior that are not readily predictable or even completely deterministic. The more than 100 entries in this wide-ranging, single source work provide a comprehensive explication of the theory and applications of mathematical complexity, covering ergodic theory, fractals and multifractals, dynamical systems, perturbation theory, solitons, systems and control theory, and related topics. Mathematics of Complexity and Dynamical Systems is an essential reference for all those interested in mathematical complexity, from undergraduate and graduate students up through professional researchers.