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Lévy Processes in Lie Groups
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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 in the Euclidean case. A necessary purchase for all whose research brings them into contact with Lévy processes.
Cambridge University Press; May 2004
278 pages; ISBN 9780511192623
Read online, or download in secure PDF format
278 pages; ISBN 9780511192623
Read online, or download in secure PDF format
Subject categories
- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic processes
- Academic > Mathematics > Probabilities. Mathematical statistics > Markov processes
- Academic > Mathematics > Probabilities. Mathematical statistics > Random walks (Mathematics)
- Academic > Mathematics > General
- Mathematics > Calculus
ISBNs
0511192622
9780511192623
9780521836531