Invariant Markov Processes Under Lie Group Actions

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 m...

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Hlavní autor: Liao, Ming (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer International Publishing, 2018.
Vydání:1st ed. 2018.
Témata:
Probabilities.
Topological groups.
Lie groups.
Global analysis (Mathematics).
Manifolds (Mathematics).
ISBN:9783319923246
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Obsah:
  • Invariant Markov processes under actions of topological groups
  • Lévy processes in Lie groups
  • Lévy processes in homogeneous spaces
  • Lévy processes in compact Lie groups
  • Spherical transform and Lévy-Khinchin formula
  • Inhomogeneous Lévy processes in Lie groups
  • Proofs of main results
  • Inhomogenous Lévy processes in homogeneous spaces
  • Decomposition of Markov processes
  • Appendices
  • Bibliography
  • Index.

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