Lévy processes in lie groups
Auteur :
Liao, Ming
Éditeur :
Cambridge University Press
ISBN :
9780521836531
Date de publication :
10 mai 2004
Dimensions :
23,6 x 16,1 x 2,3 cm
Poids :
530 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy processes in Euclidean spaces. Because of the unique structures possessed by non-commutative Lie groups, these processes exhibit certain interesting limiting properties which are not present in the Euclidean case. A necessary purchase for all whose research brings them into contact with Lévy processes.