Probability on Real Lie Algebras PDF Download
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Author: Uwe Franz
Publisher: Cambridge University Press
ISBN: 110712865X
Category : Mathematics
Languages : en
Pages : 303
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Book Description
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.
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: Alexander A. Kirillov
Publisher: Cambridge University Press
ISBN: 0521889693
Category : Mathematics
Languages : en
Pages : 237
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Book Description
This book is an introduction to semisimple Lie algebras. It is concise and informal, with numerous exercises and examples.
Author: K. Erdmann
Publisher: Springer Science & Business Media
ISBN: 1846284902
Category : Mathematics
Languages : en
Pages : 254
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Book Description
Lie groups and Lie algebras have become essential to many parts of mathematics and theoretical physics, with Lie algebras a central object of interest in their own right. This book provides an elementary introduction to Lie algebras based on a lecture course given to fourth-year undergraduates. The only prerequisite is some linear algebra and an appendix summarizes the main facts that are needed. The treatment is kept as simple as possible with no attempt at full generality. Numerous worked examples and exercises are provided to test understanding, along with more demanding problems, several of which have solutions. Introduction to Lie Algebras covers the core material required for almost all other work in Lie theory and provides a self-study guide suitable for undergraduate students in their final year and graduate students and researchers in mathematics and theoretical physics.
Author: Roger William Carter
Publisher: Cambridge University Press
ISBN: 9780521851381
Category : Mathematics
Languages : en
Pages : 662
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Book Description
This book provides a thorough but relaxed mathematical treatment of Lie algebras.
Author: Rick Durrett
Publisher: Cambridge University Press
ISBN: 113949113X
Category : Mathematics
Languages : en
Pages :
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Book Description
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Author: Jean-pierre Tignol
Publisher: World Scientific Publishing Company
ISBN: 9814704717
Category : Mathematics
Languages : en
Pages : 325
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Book Description
The book gives a detailed account of the development of the theory of algebraic equations, from its origins in ancient times to its completion by Galois in the nineteenth century. The appropriate parts of works by Cardano, Lagrange, Vandermonde, Gauss, Abel, and Galois are reviewed and placed in their historical perspective, with the aim of conveying to the reader a sense of the way in which the theory of algebraic equations has evolved and has led to such basic mathematical notions as 'group' and 'field'. A brief discussion of the fundamental theorems of modern Galois theory and complete proofs of the quoted results are provided, and the material is organized in such a way that the more technical details can be skipped by readers who are interested primarily in a broad survey of the theory.In this second edition, the exposition has been improved throughout and the chapter on Galois has been entirely rewritten to better reflect Galois' highly innovative contributions. The text now follows more closely Galois' memoir, resorting as sparsely as possible to anachronistic modern notions such as field extensions. The emerging picture is a surprisingly elementary approach to the solvability of equations by radicals, and yet is unexpectedly close to some of the most recent methods of Galois theory.
Author: Daniel Neuenschwander
Publisher: Springer
ISBN: 3540685901
Category : Mathematics
Languages : en
Pages : 146
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Book Description
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.
Author: Gregory S. Chirikjian
Publisher: Springer Science & Business Media
ISBN: 0817648038
Category : Mathematics
Languages : en
Pages : 397
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Book Description
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.
Author: Kenichi Kanatani
Publisher: CRC Press
ISBN: 1000070662
Category : Computers
Languages : en
Pages : 171
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Book Description
3D rotation analysis is widely encountered in everyday problems thanks to the development of computers. Sensing 3D using cameras and sensors, analyzing and modeling 3D for computer vision and computer graphics, and controlling and simulating robot motion all require 3D rotation computation. This book focuses on the computational analysis of 3D rotation, rather than classical motion analysis. It regards noise as random variables and models their probability distributions. It also pursues statistically optimal computation for maximizing the expected accuracy, as is typical of nonlinear optimization. All concepts are illustrated using computer vision applications as examples. Mathematically, the set of all 3D rotations forms a group denoted by SO(3). Exploiting this group property, we obtain an optimal solution analytical or numerically, depending on the problem. Our numerical scheme, which we call the "Lie algebra method," is based on the Lie group structure of SO(3). This book also proposes computing projects for readers who want to code the theories presented in this book, describing necessary 3D simulation setting as well as providing real GPS 3D measurement data. To help readers not very familiar with abstract mathematics, a brief overview of quaternion algebra, matrix analysis, Lie groups, and Lie algebras is provided as Appendix at the end of the volume.
Author: John Stillwell
Publisher: Springer Science & Business Media
ISBN: 038778215X
Category : Mathematics
Languages : en
Pages : 230
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Book Description
In this new textbook, acclaimed author John Stillwell presents a lucid introduction to Lie theory suitable for junior and senior level undergraduates. In order to achieve this, he focuses on the so-called "classical groups'' that capture the symmetries of real, complex, and quaternion spaces. These symmetry groups may be represented by matrices, which allows them to be studied by elementary methods from calculus and linear algebra. This naive approach to Lie theory is originally due to von Neumann, and it is now possible to streamline it by using standard results of undergraduate mathematics. To compensate for the limitations of the naive approach, end of chapter discussions introduce important results beyond those proved in the book, as part of an informal sketch of Lie theory and its history. John Stillwell is Professor of Mathematics at the University of San Francisco. He is the author of several highly regarded books published by Springer, including The Four Pillars of Geometry (2005), Elements of Number Theory (2003), Mathematics and Its History (Second Edition, 2002), Numbers and Geometry (1998) and Elements of Algebra (1994).
