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Author: David Applebaum
Publisher: Springer
ISBN: 3319078429
Category : Mathematics
Languages : en
Pages : 236
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Book Description
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.
Author: S C Bagchi
Publisher: Universities Press
ISBN: 9788173712845
Category : Lie groups
Languages : en
Pages : 110
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Book Description
This book is intended to serve as a textbook for a one-semester course for M.Sc/M.Phil. Students at Indian universities. Students of theoretical physics will also find this exposition useful. The general theory of Lie groups appears formidable to an M.Sc./M.Phil. student.
Author: Mark R. Sepanski
Publisher: Springer Science & Business Media
ISBN: 0387491589
Category : Mathematics
Languages : en
Pages : 208
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Book Description
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.
Author: David Applebaum
Publisher: Springer
ISBN: 3319078429
Category : Mathematics
Languages : en
Pages : 236
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Book Description
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.
Author: Dmitriĭ Petrovich Zhelobenko
Publisher: American Mathematical Soc.
ISBN: 9780821886649
Category : Mathematics
Languages : en
Pages : 464
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Book Description
Author: Ming Liao
Publisher: Springer
ISBN: 3319923242
Category : Mathematics
Languages : en
Pages : 370
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Book Description
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.
Author: Juan Arias de Reyna
Publisher: Springer
ISBN: 3540458220
Category : Mathematics
Languages : en
Pages : 180
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Book Description
This book contains a detailed exposition of Carleson-Hunt theorem following the proof of Carleson: to this day this is the only one giving better bounds. It points out the motivation of every step in the proof. Thus the Carleson-Hunt theorem becomes accessible to any analyst.The book also contains the first detailed exposition of the fine results of Hunt, Sjölin, Soria, etc on the convergence of Fourier Series. Its final chapters present original material. With both Fefferman's proof and the recent one of Lacey and Thiele in print, it becomes more important than ever to understand and compare these two related proofs with that of Carleson and Hunt. These alternative proofs do not yield all the results of the Carleson-Hunt proof. The intention of this monograph is to make Carleson's proof accessible to a wider audience, and to explain its consequences for the pointwise convergence of Fourier series for functions in spaces near $äcal Lü^1$, filling a well-known gap in the literature.
Author: Marcus Pivato
Publisher: Cambridge University Press
ISBN: 0521199700
Category : Mathematics
Languages : en
Pages : 631
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Book Description
This highly visual introductory textbook provides a rigorous mathematical foundation for all solution methods and reinforces ties to physical motivation.
Author: V. S. Varadarajan
Publisher: Cambridge University Press
ISBN: 9780521663625
Category : Mathematics
Languages : en
Pages : 326
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Book Description
Now in paperback, this graduate-level textbook is an introduction to the representation theory of semi-simple Lie groups. As such, it will be suitable for research students in algebra and analysis, and for research mathematicians requiring a readable account of the topic. The author emphasizes the development of the central themes of the sunject in the context of special examples, without losing sight of its general flow and structure. The book concludes with appendices sketching some basic topics with a comprehensive guide to further reading.
Author: Marlos A. G. Viana
Publisher: American Mathematical Soc.
ISBN: 0821826875
Category : Mathematics
Languages : en
Pages : 354
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Book Description
The 23 papers report recent developments in using the technique to help clarify the relationship between phenomena and data in a number of natural and social sciences. Among the topics are a coordinate-free approach to multivariate exponential families, some rank-based hypothesis tests for covariance structure and conditional independence, deconvolution density estimation on compact Lie groups, random walks on regular languages and algebraic systems of generating functions, and the extendibility of statistical models. There is no index. c. Book News Inc.
Author: S.T.L. Choy
Publisher: Elsevier
ISBN: 0080872611
Category : Mathematics
Languages : en
Pages : 317
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Book Description
The main emphasis of this volume is on harmonic and functional analysis. The papers include some of the latest research developments in this important field of mathematics.
