Probability on compact Lie groups / David Applebaum ; foreword by Herbert Heyer.
Material type:
- 9783319078410
- 512.482 23 Ap648
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 512.482 Ap648 (Browse shelf(Opens below)) | Available | 136330 |
Includes index.
1.Lie Groups --
2.Representations, Peter-Weyl Theory and Weights --
3.Analysis on Compact Lie Groups --
4.Probability Measures on Compact Lie Groups --
5.Convolution Semigroups of Measures --
6.Deconvolution Density Estimation --
Appendices --
Index --
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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