Probability on Compact Lie Groups

Name: Probability on Compact Lie Groups
Brand: Springer International Publishing AG
SKU: 9783319078410
Price: 420.93 RON
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Autor: David Applebaum, Herbert Heyer

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Editura: Springer International Publishing AG

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Probability theory on compact Lie groups deals with the interaction between chance and symmetry, a b...

Informații despre carte

Autor

David Applebaum, Herbert Heyer

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2014

Pagini

217

EAN

9783319078410

ISBN

3319078410

Enbook ID

02684305

Editura

Springer International Publishing AG

Greutate

506

Dimensiuni

163 x 242 x 19

Descriere completă

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.§

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Probability on Compact Lie Groups

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