Download or read book Probability on Compact Lie Groups written by David Applebaum and published by Springer. This book was released on 2014-06-26 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing). The author gives a comprehensive introduction to some of the principle areas of study, with an emphasis on applicability. The most important topics presented are: the study of measures via the non-commutative Fourier transform, existence and regularity of densities, properties of random walks and convolution semigroups of measures and the statistical problem of deconvolution. The emphasis on compact (rather than general) Lie groups helps readers to get acquainted with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance of these groups for applications. 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.
Download or read book Topics in Probability and Lie Groups Boundary Theory written by John Christopher Taylor and published by American Mathematical Soc.. This book was released on 2001 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Recherches de Mathematiques (CRM) seminar entitiled, ``Topics in Probability on Lie Groups: Boundary Theory''. Evans gives a synthesis of his pre-1992 work on Gaussian measures on vector spaces over a local field. Ledrappier uses the freegroup on $d$ generators as a paradigm for results on the asymptotic properties of random walks and harmonic measures on the Martin boundary. These articles are followed by a case study by Figa-Talamanca using Gelfand pairs to study a diffusion on a compact ultrametric space. The second part of the book is an appendix to the book Compactifications of Symmetric Spaces (Birkhauser) by Y. Guivarc'h and J. C. Taylor. This appendix consists of an article by each author and presents the contents of this book in a more algebraic way. L. Ji and J.-P. Anker simplifies some of their results on the asymptotics of the Green function that were used to compute Martin boundaries. And Taylor gives a self-contained account of Martin boundary theory for manifolds using the theory of second order strictly elliptic partial differential operators.
Download or read book Topics in Probability on Compact Lie Groups written by Eric Michael Rains and published by . This book was released on 1995 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Models Information Theory and Lie Groups Volume 1 written by Gregory S. Chirikjian and published by Springer Science & Business Media. This book was released on 2009-09-02 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Download or read book Invariant Markov Processes Under Lie Group Actions written by Ming Liao and published by Springer. This book was released on 2018-06-28 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Lévy-Khinchin representation. It interweaves probability theory, topology, and global analysis on manifolds to present the most recent results in a developing area of stochastic analysis. The author’s discussion is structured with three different levels of generality:— A Markov process in a Lie group G that is invariant under the left (or right) translations— A Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on X— A Markov process xt invariant under the non-transitive action of a Lie group GA large portion of the text is devoted to the representation of inhomogeneous Lévy processes in Lie groups and homogeneous spaces by a time dependent triple through a martingale property. Preliminary definitions and results in both stochastics and Lie groups are provided in a series of appendices, making the book accessible to those who may be non-specialists in either of these areas. Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects.
Download or read book An Introduction to Lie Groups and Lie Algebras written by Alexander A. Kirillov and published by Cambridge University Press. This book was released on 2008-07-31 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to semisimple Lie algebras. It is concise and informal, with numerous exercises and examples.
Download or read book Compact Lie Groups written by Mark R. Sepanski and published by Springer Science & Business Media. This book was released on 2007-04-05 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: Blending algebra, analysis, and topology, the study of compact Lie groups is one of the most beautiful areas of mathematics and a key stepping stone to the theory of general Lie groups. Assuming no prior knowledge of Lie groups, this book covers the structure and representation theory of compact Lie groups. Coverage includes the construction of the Spin groups, Schur Orthogonality, the Peter-Weyl Theorem, the Plancherel Theorem, the Maximal Torus Theorem, the Commutator Theorem, the Weyl Integration and Character Formulas, the Highest Weight Classification, and the Borel-Weil Theorem. The book develops the necessary Lie algebra theory with a streamlined approach focusing on linear Lie groups.
Download or read book An Introduction to Lie Groups and the Geometry of Homogeneous Spaces written by Andreas Arvanitogeōrgos and published by American Mathematical Soc.. This book was released on 2003 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is remarkable that so much about Lie groups could be packed into this small book. But after reading it, students will be well-prepared to continue with more advanced, graduate-level topics in differential geometry or the theory of Lie groups. The theory of Lie groups involves many areas of mathematics. In this book, Arvanitoyeorgos outlines enough of the prerequisites to get the reader started. He then chooses a path through this rich and diverse theory that aims for an understanding of the geometry of Lie groups and homogeneous spaces. In this way, he avoids the extra detail needed for a thorough discussion of other topics. Lie groups and homogeneous spaces are especially useful to study in geometry, as they provide excellent examples where quantities (such as curvature) are easier to compute. A good understanding of them provides lasting intuition, especially in differential geometry. The book is suitable for advanced undergraduates, graduate students, and research mathematicians interested in differential geometry and neighboring fields, such as topology, harmonic analysis, and mathematical physics.
Download or read book Probabilities on the Heisenberg Group written by Daniel Neuenschwander and published by Springer. This book was released on 2006-11-14 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group. While it belongs to the class of simply connected nilpotent Lie groups, it turns out that its special structure yields many results which (up to now) have not carried over to this larger class. This book is a survey of probabilistic results on the Heisenberg group. The emphasis lies on limit theorems and their relation to Brownian motion. Besides classical probability tools, non-commutative Fourier analysis and functional analysis (operator semigroups) comes in. The book is intended for probabilists and analysts interested in Lie groups, but given the many applications of the Heisenberg group, it will also be useful for theoretical phycisists specialized in quantum mechanics and for engineers.
Download or read book Applications of Lie Groups to Differential Equations written by Peter J. Olver and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to explaining a wide range of applications of con tinuous symmetry groups to physically important systems of differential equations. Emphasis is placed on significant applications of group-theoretic methods, organized so that the applied reader can readily learn the basic computational techniques required for genuine physical problems. The first chapter collects together (but does not prove) those aspects of Lie group theory which are of importance to differential equations. Applications covered in the body of the book include calculation of symmetry groups of differential equations, integration of ordinary differential equations, including special techniques for Euler-Lagrange equations or Hamiltonian systems, differential invariants and construction of equations with pre scribed symmetry groups, group-invariant solutions of partial differential equations, dimensional analysis, and the connections between conservation laws and symmetry groups. Generalizations of the basic symmetry group concept, and applications to conservation laws, integrability conditions, completely integrable systems and soliton equations, and bi-Hamiltonian systems are covered in detail. The exposition is reasonably self-contained, and supplemented by numerous examples of direct physical importance, chosen from classical mechanics, fluid mechanics, elasticity and other applied areas.
Download or read book Lie Groups and Symmetric Spaces written by Semen Grigorʹevich Gindikin and published by American Mathematical Soc.. This book was released on 2003 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contains survey and research articles devoted mainly to geometry and harmonic analysis of symmetric spaces and to corresponding aspects of group representation theory. The volume is dedicated to the memory of Russian mathematician, F. I. Karpelevich (1927-2000). Of particular interest are the survey articles by Sawyer on the Abel transform on noncompact Riemannian symmetric spaces, and by Anker and Ostellari on estimates for heat kernels on such spaces, as well as thearticle by Bernstein and Gindikin on integral geometry for families of curves. There are also many research papers on topics of current interest. The book is suitable for graduate students and research mathematicians interested in harmonic analysis and representation theory.
Download or read book Analysis on Lie Groups written by Jacques Faraut and published by Cambridge University Press. This book was released on 2008-05-22 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained text concentrates on the perspective of analysis, assuming only elementary knowledge of linear algebra and basic differential calculus. The author describes, in detail, many interesting examples, including formulas which have not previously appeared in book form. Topics covered include the Haar measure and invariant integration, spherical harmonics, Fourier analysis and the heat equation, Poisson kernel, the Laplace equation and harmonic functions. Perfect for advanced undergraduates and graduates in geometric analysis, harmonic analysis and representation theory, the tools developed will also be useful for specialists in stochastic calculation and the statisticians. With numerous exercises and worked examples, the text is ideal for a graduate course on analysis on Lie groups.
Download or read book Hilbert s Fifth Problem and Related Topics written by Terence Tao and published by American Mathematical Soc.. This book was released on 2014-07-18 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the fifth of his famous list of 23 problems, Hilbert asked if every topological group which was locally Euclidean was in fact a Lie group. Through the work of Gleason, Montgomery-Zippin, Yamabe, and others, this question was solved affirmatively; more generally, a satisfactory description of the (mesoscopic) structure of locally compact groups was established. Subsequently, this structure theory was used to prove Gromov's theorem on groups of polynomial growth, and more recently in the work of Hrushovski, Breuillard, Green, and the author on the structure of approximate groups. In this graduate text, all of this material is presented in a unified manner, starting with the analytic structural theory of real Lie groups and Lie algebras (emphasising the role of one-parameter groups and the Baker-Campbell-Hausdorff formula), then presenting a proof of the Gleason-Yamabe structure theorem for locally compact groups (emphasising the role of Gleason metrics), from which the solution to Hilbert's fifth problem follows as a corollary. After reviewing some model-theoretic preliminaries (most notably the theory of ultraproducts), the combinatorial applications of the Gleason-Yamabe theorem to approximate groups and groups of polynomial growth are then given. A large number of relevant exercises and other supplementary material are also provided.
Download or read book Probability Measures on Groups X written by H. Heyer and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume contains the transactions of the lOth Oberwolfach Conference on "Probability Measures on Groups". The series of these meetings inaugurated in 1970 by L. Schmetterer and the editor is devoted to an intensive exchange of ideas on a subject which developed from the relations between various topics of mathematics: measure theory, probability theory, group theory, harmonic analysis, special functions, partial differential operators, quantum stochastics, just to name the most significant ones. Over the years the fruitful interplay broadened in various directions: new group-related structures such as convolution algebras, generalized translation spaces, hypercomplex systems, and hypergroups arose from generalizations as well as from applications, and a gradual refinement of the combinatorial, Banach-algebraic and Fourier analytic methods led to more precise insights into the theory. In a period of highest specialization in scientific thought the separated minds should be reunited by actively emphasizing similarities, analogies and coincidences between ideas in their fields of research. Although there is no real separation between one field and another - David Hilbert denied even the existence of any difference between pure and applied mathematics - bridges between probability theory on one side and algebra, topology and geometry on the other side remain absolutely necessary. They provide a favorable ground for the communication between apparently disjoint research groups and motivate the framework of what is nowadays called "Structural probability theory".
Download or read book Probability on Real Lie Algebras written by Uwe Franz and published by . This book was released on 2016 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Lévy processes), and the quantum Malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, Lévy processes, and the Malliavin calculus.
Download or read book Stochastic Models Information Theory and Lie Groups Volume 2 written by Gregory S. Chirikjian and published by Springer Science & Business Media. This book was released on 2011-11-15 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Download or read book Lie Groups written by Claudio Procesi and published by Springer Science & Business Media. This book was released on 2006-10-12 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lie groups has been an increasing area of focus and rich research since the middle of the 20th century. In Lie Groups: An Approach through Invariants and Representations, the author's masterful approach gives the reader a comprehensive treatment of the classical Lie groups along with an extensive introduction to a wide range of topics associated with Lie groups: symmetric functions, theory of algebraic forms, Lie algebras, tensor algebra and symmetry, semisimple Lie algebras, algebraic groups, group representations, invariants, Hilbert theory, and binary forms with fields ranging from pure algebra to functional analysis. By covering sufficient background material, the book is made accessible to a reader with a relatively modest mathematical background. Historical information, examples, exercises are all woven into the text. This unique exposition is suitable for a broad audience, including advanced undergraduates, graduates, mathematicians in a variety of areas from pure algebra to functional analysis and mathematical physics.
