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Probability on compact lie groups

Author: David Applebaum; Herbert Heyer
Publisher: Cham ; New York : Springer International Publishing, [2014]
Series: Probability theory and stochastic modelling, 70.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Printed edition:
Document Type: Book
All Authors / Contributors: David Applebaum; Herbert Heyer
ISBN: 9783319078427 3319078429 9783319078410 3319078410
OCLC Number: 892575247
Description: xxvi, 217 pages ; 25 cm.
Contents: Introduction --
1. Lie Groups --
2. Representations, Peter-Weyl Theory and Weights --
3. Analysis on Compact Lie Groups --
4. Probability Measures on Compact Lie Groups --
5. Convolution Semigroups of Measures --
6. Deconvolution Density Estimation --
Appendices --
Index --
Bibliography.
Series Title: Probability theory and stochastic modelling, 70.
Responsibility: David Applebaum ; foreword by Herbert Heyer.

Abstract:

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  Read more...

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From the book reviews:"The aim of this book is to present several interesting, selected aspects of algebraic probability theory on compact Lie groups which are not covered by other texts ... . The Read more...

 
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