书目名称 | Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups |
副标题 | Structural Propertie |
编辑 | Wilfried Hazod,Eberhard Siebert |
视频video | |
丛书名称 | Mathematics and Its Applications |
图书封面 |  |
描述 | Generalising classical concepts of probability theory, theinvestigation of operator (semi)-stable laws as possible limitdistributions of operator-normalized sums of i.i.d. random variable onfinite-dimensional vector space started in 1969. Currently, thistheory is still in progress and promises interesting applications.Parallel to this, similar stability concepts for probabilities ongroups were developed during recent decades. It turns out that theexistence of suitable limit distributions has a strong impact on thestructure of both the normalizing automorphisms and the underlyinggroup. Indeed, investigations in limit laws led to .contractablegroups. and - at least within the class of connected groups- to .homogeneous groups., in particular to groups that aretopologically isomorphic to a vector space. Moreover, it has beenshown that (semi)-stable measures on groups have a vector spacecounterpart and vice versa. .The purpose of this book is to describe the structure of limit lawsand the limit behaviour of normalized i.i.d. random variables ongroups and on finite-dimensional vector spaces from a common point ofview. This will also shed a new light on the classical situation.Chapter 1 p |
出版日期 | Book 2001 |
关键词 | Random variable; automorphism; distribution; lie group; probability; probability theory |
版次 | 1 |
doi | https://doi.org/10.1007/978-94-017-3061-7 |
isbn_softcover | 978-90-481-5832-4 |
isbn_ebook | 978-94-017-3061-7 |
copyright | Springer Science+Business Media Dordrecht 2001 |