Probability on Compact Lie Groups

Language: English

Published by Springer, Palgrave Macmillan Aug 2016, 2016

3319375792 / 9783319375793

Series: Book 2 of 35 - Probability Theory and Stochastic Modelling

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 244 pp. Englisch.

Seller Inventory # 9783319375793

Title
Probability on Compact Lie Groups
Author
David Applebaum
Publisher
Springer, Palgrave Macmillan Aug 2016
Publication year
2016
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319375792
ISBN 13
9783319375793
Item weight
376 grams
Dimensions
235x155x14 mm
Series
Book 2 of 35: Probability Theory and Stochastic Modelling

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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