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 Li… mais…
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 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 Levy processes in general Lie groups, the limiting properties of Levy 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.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press<
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Up-to-the minute research on important stochastic processes.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press
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No. 9780511192623. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio Details...
(*) Livro esgotado significa que o livro não está disponível em qualquer uma das plataformas associadas buscamos.
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 Li… mais…
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 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 Levy processes in general Lie groups, the limiting properties of Levy 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.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press<
No. 9780511192623. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio
Up-to-the minute research on important stochastic processes.; PDF; Scientific, Technical and Medical > Mathematics > Algebra, Cambridge University Press
No. 9780511192623. Custos de envio:Instock, Despatched same working day before 3pm, zzgl. Versandkosten., mais custos de envio
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Dados detalhados do livro - Levy Processes in Lie Groups
EAN (ISBN-13): 9780511192623 Ano de publicação: 2004 Editor/Editora: Cambridge University Press
Livro na base de dados desde 2009-07-04T01:09:47-03:00 (Sao Paulo) Página de detalhes modificada pela última vez em 2024-03-31T18:22:54-03:00 (Sao Paulo) Número ISBN/EAN: 9780511192623
Número ISBN - Ortografia alternativa: 978-0-511-19262-3 Ortografia alternativa e termos de pesquisa relacionados: Autor do livro: ming, liao, halliwell stephen Título do livro: lie groups, liao liao, levy
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