Topics in Probability on Compact Lie Groups
Author : Eric Michael Rains
Publisher :
Page : 162 pages
File Size : 27,56 MB
Release : 1995
Category : Lie groups
ISBN :
Probability on Compact Lie Groups
Author : David Applebaum
Publisher : Springer
Page : 236 pages
File Size : 48,65 MB
Release : 2014-06-26
Category : Mathematics
ISBN : 3319078429
Book Description
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.
Topics in Probability and Lie Groups: Boundary Theory
Author : John Christopher Taylor
Publisher : American Mathematical Soc.
Page : 214 pages
File Size : 33,75 MB
Release : 2001
Category : Mathematics
ISBN : 0821802755
Book Description
This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Recherches de Mathematiques (CRM) seminar entitiled, ``Topics in Probability on Lie Groups: Boundary Theory''. Evans gives a synthesis of his pre-1992 work on Gaussian measures on vector spaces over a local field. Ledrappier uses the freegroup on $d$ generators as a paradigm for results on the asymptotic properties of random walks and harmonic measures on the Martin boundary. These articles are followed by a case study by Figa-Talamanca using Gelfand pairs to study a diffusion on a compact ultrametric space. The second part of the book is an appendix to the book Compactifications of Symmetric Spaces (Birkhauser) by Y. Guivarc'h and J. C. Taylor. This appendix consists of an article by each author and presents the contents of this book in a more algebraic way. L. Ji and J.-P. Anker simplifies some of their results on the asymptotics of the Green function that were used to compute Martin boundaries. And Taylor gives a self-contained account of Martin boundary theory for manifolds using the theory of second order strictly elliptic partial differential operators.
Noncompact Lie Groups and Some of Their Applications
Author : Elizabeth A. Tanner
Publisher : Springer Science & Business Media
Page : 493 pages
File Size : 30,67 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 9401110786
Book Description
During the past two decades representations of noncompact Lie groups and Lie algebras have been studied extensively, and their application to other branches of mathematics and to physical sciences has increased enormously. Several theorems which were proved in the abstract now carry definite mathematical and physical sig nificance. Several physical observations which were not understood before are now explained in terms of models based on new group-theoretical structures such as dy namical groups and Lie supergroups. The workshop was designed to bring together those mathematicians and mathematical physicists who are actively working in this broad spectrum of research and to provide them with the opportunity to present their recent results and to discuss the challenges facing them in the many problems that remain. The objective of the workshop was indeed well achieved. This book contains 31 lectures presented by invited participants attending the NATO Advanced Research Workshop held in San Antonio, Texas, during the week of January 3-8, 1993. The introductory article by the editors provides a brief review of the concepts underlying these lectures (cited by author [*]) and mentions some of their applications. The articles in the book are grouped under the following general headings: Lie groups and Lie algebras, Lie superalgebras and Lie supergroups, and Quantum groups, and are arranged in the order in which they are cited in the introductory article. We are very thankful to Dr.
Topics in Probability and Lie Groups
Author : John Christopher Taylor
Publisher : American Mathematical Soc.
Page : 220 pages
File Size : 35,24 MB
Release :
Category : Mathematics
ISBN : 9780821870242
Book Description
This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Recherches de Mathematiques (CRM) seminar entitiled, ''Topics in Probability on Lie Groups: Boundary Theory''. Evans gives a synthesis of his pre-1992 work on Gaussian measures on vector spaces over a local field. Ledrappier uses the freegroup on $d$ generators as a paradigm for results on the asymptotic properties of random walks and harmonic measures on the Martin boundary. These articles are followed by a case study by Figa-Talamanca using Gelfand pairs to study a diffusion on a compact ultrametric space. The second part of the book is an appendix to the book Compactifications of Symmetric Spaces (Birkhauser) by Y. Guivarc'h and J. C. Taylor. This appendix consists of an article by each author and presents the contents of this book in a more algebraic way. L. Ji and J.-P. Anker simplifies some of their results on the asymptotics of the Green function that were used to compute Martin boundaries. And Taylor gives a self-contained account of Martin boundary theory for manifolds using the theory of second order strictly elliptic partial differential operators.
Introduction To Compact Lie Groups
Author : Howard D Fegan
Publisher : World Scientific Publishing Company
Page : 147 pages
File Size : 46,46 MB
Release : 1991-07-30
Category :
ISBN : 9813103469
Book Description
There are two approaches to compact lie groups: by computation as matrices or theoretically as manifolds with a group structure. The great appeal of this book is the blending of these two approaches. The theoretical results are illustrated by computations and the theory provides a commentary on the computational work. Indeed, there are extensive computations of the structure and representation theory for the classical groups SU(n), SO(n) and Sp(n). A second exciting feature is that the differential geometry of a compact Lie group, both the classical curvature studies and the more recent heat equation methods, are treated. A large number of formulas for the connection and curvature are conveniently gathered together.This book provides an excellent text for a first course in compact Lie groups.
Representations of Compact Lie Groups
Author : T. Bröcker
Publisher : Springer Science & Business Media
Page : 323 pages
File Size : 31,32 MB
Release : 2013-03-14
Category : Mathematics
ISBN : 3662129183
Book Description
This introduction to the representation theory of compact Lie groups follows Herman Weyl’s original approach. It discusses all aspects of finite-dimensional Lie theory, consistently emphasizing the groups themselves. Thus, the presentation is more geometric and analytic than algebraic. It is a useful reference and a source of explicit computations. Each section contains a range of exercises, and 24 figures help illustrate geometric concepts.
Stochastic Models, Information Theory, and Lie Groups, Volume 2
Author : Gregory S. Chirikjian
Publisher : Springer Science & Business Media
Page : 461 pages
File Size : 28,56 MB
Release : 2011-11-16
Category : Mathematics
ISBN : 0817649441
Book Description
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Probability on Real Lie Algebras
Author : Uwe Franz
Publisher : Cambridge University Press
Page : 303 pages
File Size : 37,94 MB
Release : 2016-01-25
Category : Mathematics
ISBN : 110712865X
Book Description
This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Lévy processes), and the quantum Malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, Lévy processes, and the Malliavin calculus.
Probability Measures on Groups X
Author : H. Heyer
Publisher : Springer Science & Business Media
Page : 491 pages
File Size : 33,17 MB
Release : 2013-11-11
Category : Mathematics
ISBN : 1489923640
Book Description
The present volume contains the transactions of the lOth Oberwolfach Conference on "Probability Measures on Groups". The series of these meetings inaugurated in 1970 by L. Schmetterer and the editor is devoted to an intensive exchange of ideas on a subject which developed from the relations between various topics of mathematics: measure theory, probability theory, group theory, harmonic analysis, special functions, partial differential operators, quantum stochastics, just to name the most significant ones. Over the years the fruitful interplay broadened in various directions: new group-related structures such as convolution algebras, generalized translation spaces, hypercomplex systems, and hypergroups arose from generalizations as well as from applications, and a gradual refinement of the combinatorial, Banach-algebraic and Fourier analytic methods led to more precise insights into the theory. In a period of highest specialization in scientific thought the separated minds should be reunited by actively emphasizing similarities, analogies and coincidences between ideas in their fields of research. Although there is no real separation between one field and another - David Hilbert denied even the existence of any difference between pure and applied mathematics - bridges between probability theory on one side and algebra, topology and geometry on the other side remain absolutely necessary. They provide a favorable ground for the communication between apparently disjoint research groups and motivate the framework of what is nowadays called "Structural probability theory".
