Topics In Probability On Compact Lie Groups

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Probability On Compact Lie Groups
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Author : David Applebaum
language : en
Publisher: Springer
Release Date : 2014-06-26
Probability On Compact Lie Groups written by David Applebaum and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-26 with Mathematics categories.
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing). The author gives a comprehensive introduction to some of the principle areas of study, with an emphasis on applicability. The most important topics presented are: the study of measures via the non-commutative Fourier transform, existence and regularity of densities, properties of random walks and convolution semigroups of measures and the statistical problem of deconvolution. The emphasis on compact (rather than general) Lie groups helps readers to get acquainted with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance of these groups for applications. The book is primarily aimed at researchers working in probability, stochastic analysis and harmonic analysis on groups. It will also be of interest to mathematicians working in Lie theory and physicists, statisticians and engineers who are working on related applications. A background in first year graduate level measure theoretic probability and functional analysis is essential; a background in Lie groups and representation theory is certainly helpful but the first two chapters also offer orientation in these subjects.
Topics In Probability On Compact Lie Groups
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Author : Eric Michael Rains
language : en
Publisher:
Release Date : 1995
Topics In Probability On Compact Lie Groups written by Eric Michael Rains and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Lie groups categories.
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.
Analysis On Lie Groups
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Author : Jacques Faraut
language : en
Publisher:
Release Date : 2008
Analysis On Lie Groups written by Jacques Faraut and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Lie algebras categories.
An Introduction To Lie Groups And Lie Algebras
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Author : Alexander Kirillov, Jr
language : en
Publisher: Cambridge University Press
Release Date : 2017-06-30
An Introduction To Lie Groups And Lie Algebras written by Alexander Kirillov, Jr 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 2017-06-30 with Mathematics categories.
This classic graduate text focuses on the study of semisimple Lie algebras, developing the necessary theory along the way. The material covered ranges from basic definitions of Lie groups to the classification of finite-dimensional representations of semisimple Lie algebras. Lie theory, in its own right, has become regarded as a classical branch of mathematics. Written in an informal style, this is a contemporary introduction to the subject which emphasizes the main concepts of the proofs and outlines the necessary technical details, allowing the material to be conveyed concisely. Based on a lecture course given by the author at the State University of New York at Stony Brook, the book includes numerous exercises and worked examples and is ideal for graduate courses on Lie groups and Lie algebras.
Hilbert S Fifth Problem And Related Topics
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Author : Terence Tao
language : en
Publisher: American Mathematical Soc.
Release Date : 2014-07-18
Hilbert S Fifth Problem And Related Topics written by Terence Tao and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-18 with Mathematics categories.
In the fifth of his famous list of 23 problems, Hilbert asked if every topological group which was locally Euclidean was in fact a Lie group. Through the work of Gleason, Montgomery-Zippin, Yamabe, and others, this question was solved affirmatively; more generally, a satisfactory description of the (mesoscopic) structure of locally compact groups was established. Subsequently, this structure theory was used to prove Gromov's theorem on groups of polynomial growth, and more recently in the work of Hrushovski, Breuillard, Green, and the author on the structure of approximate groups. In this graduate text, all of this material is presented in a unified manner, starting with the analytic structural theory of real Lie groups and Lie algebras (emphasising the role of one-parameter groups and the Baker-Campbell-Hausdorff formula), then presenting a proof of the Gleason-Yamabe structure theorem for locally compact groups (emphasising the role of Gleason metrics), from which the solution to Hilbert's fifth problem follows as a corollary. After reviewing some model-theoretic preliminaries (most notably the theory of ultraproducts), the combinatorial applications of the Gleason-Yamabe theorem to approximate groups and groups of polynomial growth are then given. A large number of relevant exercises and other supplementary material are also provided.
Discrete Subgroups Of Semisimple Lie Groups
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Author : Gregori A. Margulis
language : en
Publisher: Springer Science & Business Media
Release Date : 1991-02-15
Discrete Subgroups Of Semisimple Lie Groups written by Gregori A. Margulis 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 1991-02-15 with Mathematics categories.
Discrete subgroups have played a central role throughout the development of numerous mathematical disciplines. Discontinuous group actions and the study of fundamental regions are of utmost importance to modern geometry. Flows and dynamical systems on homogeneous spaces have found a wide range of applications, and of course number theory without discrete groups is unthinkable. This book, written by a master of the subject, is primarily devoted to discrete subgroups of finite covolume in semi-simple Lie groups. Since the notion of "Lie group" is sufficiently general, the author not only proves results in the classical geometry setting, but also obtains theorems of an algebraic nature, e.g. classification results on abstract homomorphisms of semi-simple algebraic groups over global fields. The treatise of course contains a presentation of the author's fundamental rigidity and arithmeticity theorems. The work in this monograph requires the language and basic results from fields such as algebraic groups, ergodic theory, the theory of unitary representatons, and the theory of amenable groups. The author develops the necessary material from these subjects; so that, while the book is of obvious importance for researchers working in related areas, it is essentially self-contained and therefore is also of great interest for advanced students.
Problems In Analytic Number Theory
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Author : M. Ram Murty
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-04-16
Problems In Analytic Number Theory written by M. Ram Murty 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 2008-04-16 with Mathematics categories.
This informative and exhaustive study gives a problem-solving approach to the difficult subject of analytic number theory. It is primarily aimed at graduate students and senior undergraduates. The goal is to provide a rapid introduction to analytic methods and the ways in which they are used to study the distribution of prime numbers. The book also includes an introduction to p-adic analytic methods. It is ideal for a first course in analytic number theory. The new edition has been completely rewritten, errors have been corrected, and there is a new chapter on the arithmetic progression of primes.
The Random Matrix Theory Of The Classical Compact Groups
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Author : Elizabeth S. Meckes
language : en
Publisher: Cambridge University Press
Release Date : 2019-08
The Random Matrix Theory Of The Classical Compact Groups written by Elizabeth S. Meckes 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 2019-08 with Mathematics categories.
Provides a comprehensive introduction to the theory of random orthogonal, unitary, and symplectic matrices.
Number Theory
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Author : Henri Cohen
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-17
Number Theory written by Henri Cohen 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 2008-12-17 with Mathematics categories.
This book deals with several aspects of what is now called "explicit number theory." The central theme is the solution of Diophantine equations, i.e., equations or systems of polynomial equations which must be solved in integers, rational numbers or more generally in algebraic numbers. This theme, in particular, is the central motivation for the modern theory of arithmetic algebraic geometry. In this text, this is considered through three of its most basic aspects. The local aspect, global aspect, and the third aspect is the theory of zeta and L-functions. This last aspect can be considered as a unifying theme for the whole subject.