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Levy Processes in Lie Groups.[electr...

Bollobas, B.

Levy Processes in Lie Groups.[electronic resource].

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	512.55
書名/作者:	Levy Processes in Lie Groups.
作者:	Liao, Ming.
其他作者:	Bollobas, B.
出版者:	Cambridge : : Cambridge University Press,, 2004.
面頁冊數:	278 p.
標題:	Levy processes.
ISBN:	9780511546624 (electronic bk.)
ISBN:	9780521836531 (print)
內容註:	Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Levy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Levy Process; 4 Levy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Levy Processes; 7 Rate of Convergence; 8 Levy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index
摘要、提要註:	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 in the Euclidean case. A necessary purchase for all whose research brings them into contact with Levy processes.
電子資源:	Click here to view book

Levy Processes in Lie Groups.[electronic resource].
Liao, Ming.

Levy Processes in Lie Groups.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 278 p.

Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Levy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Levy Process; 4 Levy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Levy Processes; 7 Rate of Convergence; 8 Levy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index

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 in the Euclidean case. A necessary purchase for all whose research brings them into contact with Levy processes.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511546624 (electronic bk.)Subjects--Topical Terms:

511896
Levy processes.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: QA274.73 .L43 2004eb

Dewey Class. No.: 512.55

Levy Processes in Lie Groups.[electronic resource].
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245 1 0 $a Levy Processes in Lie Groups. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2004.
300 $a 278 p.
505 0 $a Cover; Half-title; Title; Copyright; Contents; Preface; List of Symbols; Introduction; 1 Levy Processes in Lie Groups; 2 Induced Processes; 3 Generator and Stochastic Integral Equation of a Levy Process; 4 Levy Processes in Compact Lie Groups and Fourier Analysis; 5 Semi-simple Lie Groups of Noncompact Type; 6 Limiting Properties of Levy Processes; 7 Rate of Convergence; 8 Levy Processes as Stochastic Flows; Appendix A Lie Groups; Appendix B Stochastic Analysis; Bibliography; Index
520 $a 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 in the Euclidean case. A necessary purchase for all whose research brings them into contact with Levy processes.
533 $a Electronic reproduction. $n Available via World Wide Web.
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650 4 $a Levy processes. $3 511896
655 7 $a Electronic books. $2 local $3 336502
700 1 $a Bollobas, B. $3 380635
700 1 $a Fulton, W. $3 380636
700 1 $a Katok, A. $3 380637
700 1 $a Kirwan, F. $3 380638
700 1 $a Sarnak, P. $3 380639
700 1 $a Simon, B. $3 380660
710 2 $a Ebooks Corporation. $3 380544
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