Probability on compact Lie groups / David Applebaum ; foreword by Herbert Heyer.
Material type:
TextSeries: Probability theory and stochastic modelling ; 70.Publication details: New York : Springer, 2014.Description: xxvi, 217 p. ; 25 cmISBN: - 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 |
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| 512.482 Introduction to lie groups and lie algebras | 512.482 Analysis on lie groups:an introduction | 512.482 Infinite-dimensional lie algebras | 512.482 Ap648 Probability on compact Lie groups / | 512.482 As853 Seminaire Bourbaki: Volume 2021/2022, Exposes 1181-1196 | 512.482 Ay989 Leibniz algebras: structure and classification/ | 512.482 B941 Lie groups / |
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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