Items related to Invariant Markov Processes Under Lie Group Actions

Invariant Markov Processes Under Lie Group Actions - Softcover

 
9783030064068: Invariant Markov Processes Under Lie Group Actions
  • PublisherSpringer
  • Publication date2018
  • ISBN 10 3030064069
  • ISBN 13 9783030064068
  • BindingPaperback
  • LanguageEnglish
  • Number of pages376

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9783319923239: Invariant Markov Processes Under Lie Group Actions

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ISBN 10:  3319923234 ISBN 13:  9783319923239
Publisher: Springer, 2018
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Ming Liao
ISBN 10: 3030064069 ISBN 13: 9783030064068
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 380 pp. Englisch. Seller Inventory # 9783030064068

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ISBN 10: 3030064069 ISBN 13: 9783030064068
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Author is an internationally recognized leader in the study of jump processes in stochastic differential geometryPresents new research involving the interaction of several mathematical areas, such as stochastic analysis, differential geometry, . Seller Inventory # 448669816

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ISBN 10: 3030064069 ISBN 13: 9783030064068
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783030064068

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Published by Springer, 2018
ISBN 10: 3030064069 ISBN 13: 9783030064068
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