Probability on Compact Lie Groups

DOI10.1007/978-3-319-07842-7zbMath1302.60007OpenAlexW1500436197MaRDI QIDQ5168400

David Applebaum

Publication date: 4 July 2014

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-07842-7

zbMATH Keywords

subordinationBochner theoremcompact Lie groupsconvolution semigroupsdeconvolution density estimatorsalgebraic probability theoryLevy-Khintchine formulanon-commutative Fourier transformtriangular central limit theoremHunt semigroupsSugiura's zeta function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Harmonic analysis on specific compact groups (43A75) Representations of Lie and linear algebraic groups over real fields: analytic methods (22E45) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (27)

The positive maximum principle on symmetric spaces ⋮ Local martingales associated with Schramm-Loewner evolutions with internal symmetry ⋮ On the Sobolev embedding properties for compact matrix quantum groups of Kac type ⋮ On the distribution of Rudin-Shapiro polynomials and lacunary walks on \(\mathrm{SU}(2)\) ⋮ Random walks and Lévy processes as rough paths ⋮ Homogenisation for anisotropic kinetic random motions ⋮ Invariant measure for quantum trajectories ⋮ The geometrically nonlinear Cosserat micropolar shear–stretch energy. Part II: Non‐classical energy‐minimizing microrotations in 3D and their computational validation*** ⋮ Sub-Feller semigroups generated by pseudodifferential operators on symmetric spaces of noncompact type ⋮ The positive maximum principle on Lie groups ⋮ Asymptotics of powers of random elements of compact Lie groups ⋮ Transition densities and traces for invariant Feller processes on compact symmetric spaces ⋮ Gauge theory on noncommutative Riemannian principal bundles ⋮ Probabilistic trace and Poisson summation formulae on locally compact abelian groups ⋮ Schramm-Loewner-evolution-type growth processes corresponding to Wess-Zumino-Witten theories ⋮ \(L^2\) properties of Lévy generators on compact Riemannian manifolds ⋮ Information-Theoretic Matrix Inequalities and Diffusion Processes on Unimodular Lie Groups ⋮ Hausdorff-Young inequality for Orlicz spaces on compact homogeneous manifolds ⋮ Schatten class and nuclear pseudo-differential operators on homogeneous spaces of compact groups ⋮ On singularity properties of convolutions of algebraic morphisms ‐ the general case ⋮ Analysis of topological endomorphism of fuzzy measure in Hausdorff distributed monoid spaces ⋮ General self-similarity properties for Markov processes and exponential functionals of Lévy processes ⋮ Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error ⋮ Nonparametric regression on Lie groups with measurement errors ⋮ Markov processes with jumps on manifolds and Lie groups ⋮ Stationary Random Fields on the Unitary Dual of a Compact Group ⋮ Heat trace asymptotics of subordinate Brownian motion in Euclidean space

This page was built for publication: Probability on Compact Lie Groups