Invariant Markov Processes Under Lie Group Actions. 1st ed. 2018
- 種類:
- 電子ブック
- 責任表示:
- by Ming Liao
- 出版情報:
- Cham : Springer International Publishing : Imprint: Springer, 2018
- 著者名:
- ISBN:
- 9783319923246 [3319923242]
- 注記:
- Invariant Markov processes under actions of topological groups -- Lévy processes in Lie groups -- Lévy processes in homogeneous spaces -- Lévy processes in compact Lie groups -- Spherical transform and Lévy-Khinchin formula -- Inhomogeneous Lévy processes in Lie groups -- Proofs of main results -- Inhomogenous Lévy processes in homogeneous spaces -- Decomposition of Markov processes -- Appendices -- Bibliography -- Index.
The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Lévy-Khinchin representation. It interweaves probability theory, topology, and global analysis on manifolds to present the most recent results in a developing area of stochastic analysis. The author’s discussion is structured with three different levels of generality: — A Markov process in a Lie group G that is invariant under the left (or right) translations — A Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on X — A Markov process xt invariant under the non-transitive action of a Lie group G A large portion of the text is devoted to the representation of inhomogeneous Lévy processes in Lie groups and homogeneous spaces by a time dependent triple through a martingale property. Preliminary definitions and results in both stochastics and Lie groups are provided in - ローカル注記:
- 学内専用E-BOOKS (local access only)
類似資料:
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer Netherlands : Imprint: Springer |
Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum |
Springer Berlin Heidelberg : Imprint: Springer |
Springer International Publishing : Imprint: Birkhäuser |
Springer International Publishing : Imprint: Springer |
Springer Nature Singapore : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer Nature Singapore : Imprint: Springer |