Probability on Compact Lie Groups

• Main Author: Applebaum, David (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: Probability Theory and Stochastic Modelling, 70
• Subjects: Mathematics.; Topological groups.; Lie groups.; Harmonic analysis.; Fourier analysis.; Functional analysis.; Probabilities.; Probability Theory and Stochastic Processes.; Abstract Harmonic Analysis.; Topological Groups, Lie Groups.; Functional Analysis.; Fourier Analysis.

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)....

Table of 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.