Items related to Probability on Compact Lie Groups

Probability on Compact Lie Groups - Softcover

 
9783319078434: Probability on Compact Lie Groups

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Synopsis

Introduction.- 1.Lie Groups.- 2.Representations, Peter-Weyl Theory and Weights.- 3.Analysis on Compact Lie Groups.- 4.Probability Measures on Compact Lie Groups.- 5.Convolution Semigroups of Measures.- 6.Deconvolution Density Estimation.- Appendices.- Index.- Bibliography.

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About the Author

David Applebaum is Professor of Mathematics at the University of Sheffield, UK. He was educated at St Andrews and Nottingham Universities and has previously worked at Nottingham Trent University, UK. He is the author of over 70 published research papers and 3 books and is currently an associate editor for 3 journals. Most of his research is in the area of probability and stochastic analysis with an emphasis on stochastic processes with jumps (Levy processes), stochastic differential and partial differential equations and processes taking value in Lie groups and manifolds. He has also worked on quantum stochastic processes.

Review

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“The aim of this book is to present several interesting, selected aspects of algebraic probability theory on compact Lie groups which are not covered by other texts ... . The text considers a lot of selected, interesting, and motivating topics in algebraic probability theory.” (Michael Voit, zbMATH, Vol. 1302, 2015)

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Other Popular Editions of the Same Title

9783319078410: Probability on Compact Lie Groups (Probability Theory and Stochastic Modelling, 70)

Featured Edition

ISBN 10:  3319078410 ISBN 13:  9783319078410
Publisher: Springer, 2014
Hardcover