000			02109nam a22003498i 4500
001			CR9780511546624
003			UkCbUP
005			20200124160233.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			090508s2004||||enk o ||1 0|eng|d
020			_a9780511546624 (ebook)
020			_z9780521836531 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA274.73 _b.L43 2004
082	0	0	_a512/.482 _222
100	1		_aLiao, Ming _c(Mathematician), _eauthor.
245	1	0	_aLévy processes in Lie groups / _cMing Liao.
264		1	_aCambridge : _bCambridge University Press, _c2004.
300			_a1 online resource (x, 266 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aCambridge tracts in mathematics ; _v162
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aThe 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.
650		0	_aLévy processes.
650		0	_aLie groups.
776	0	8	_iPrint version: _z9780521836531
830		0	_aCambridge tracts in mathematics ; _v162.
856	4	0	_uhttps://doi.org/10.1017/CBO9780511546624
999			_c517798 _d517796