Lévy Processes in Lie Groups

By Ming Liao

The theory of L vy processes in Lie groups is not merely an extension of the theory of L vy 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. This work provides an introduction to L vy processes in general Lie groups, the limiting properties of L vy processes in semi-simple Lie groups of non-compact type and the dynamical behavior of such processes as stochastic flows on certain homogeneous spaces.

• Format: Hardcover
• Language: English
• ISBN: 0521836530
• ISBN13: 9780521836531
• Release Date: May 2004
• Publisher: Cambridge University Press
• Length: 276 Pages
• Weight: 1.14 lbs.
• Dimensions: 1.0" x 6.0" x 9.0"