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Cookie akzeptierenDavid Applebaum
Probability on Compact Lie Groups
- Springer International Publishing
- 2016
- Taschenbuch
- 244 Seiten
- ISBN 9783319375793
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
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