| 书目名称 | Probability on Compact Lie Groups |
| 编辑 | David Applebaum |
| 视频video | |
| 概述 | Treats many different topics with emphasis on applicability.Focuses on introductory material and increased accessibility.Can be used as a basis for a graduate course.Includes supplementary material: |
| 丛书名称 | Probability Theory and Stochastic Modelling |
| 图书封面 |  |
| 描述 | .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 r |
| 出版日期 | Book 2014 |
| 关键词 | 60B15, 43A05, 43A77, 43A30; Fourier transform; Lie groups; Probability; Representation |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-07842-7 |
| isbn_softcover | 978-3-319-37579-3 |
| isbn_ebook | 978-3-319-07842-7Series ISSN 2199-3130 Series E-ISSN 2199-3149 |
| issn_series | 2199-3130 |
| copyright | Springer International Publishing Switzerland 2014 |
发表于 2025-3-21 17:32:00
