Mohlo by se vám také líbit

Více informací o knize Levy Processes in Lie Groups

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 358 bodů

Anotace knihy

The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy 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 for their counterparts in Euclidean spaces. These properties reveal a deep connection between the behaviour of the stochastic processes and the underlying algebraic and geometric structures of the Lie groups themselves. The purpose of this work is to provide an introduction to Lévy processes in general Lie groups, the limiting properties of Lévy processes in semi-simple Lie groups of non-compact type and the dynamical behavior of such processes as stochastic flows on certain homogeneous spaces. The reader is assumed to be familiar with Lie groups and stochastic analysis, but no prior knowledge of semi-simple Lie groups is required.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Algebra

• Plný název: Levy Processes in Lie Groups
• Autor: Ming Liao
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 276
• EAN: 9780521836531
• ISBN: 0521836530
• ID: 02046137
• Nakladatelství: Cambridge University Press
• Hmotnost: 560 g
• Rozměry: 164 × 235 × 24 mm
• Datum vydání: 10. May 2004

Oblíbené z jiného soudku

---

---

---