9783319923239 - invariant markov processes under lie group actions von liao, ming (20 Ergebnisse)
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Hardcover. Zustand: new. Hardcover. 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 Levy-Khinchin representation. It interweaves probability theory, topology, and global analysi…s on manifolds to present the most recent results in a developing area of stochastic analysis. The authors 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) translationsA Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on XA Markov process xt invariant under the non-transitive action of a Lie group GA large portion of the text is devoted to the representation of inhomogeneous Levy 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 a series of appendices, making the book accessible to those who may be non-specialists in either of these areas.Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Gebundene Ausgabe. Zustand: Sehr gut. Gebraucht - Sehr gut SG - Ungelesenes Mängelexemplar, gestempelt, mit leichten Lagerspuren - 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 classica…l 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 a series of appendices, making the book accessible to those who may be non-specialists in either of these areas. Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects.
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Hardcover. Zustand: Brand New. 363 pages. 9.25x6.25x1.00 inches. In Stock.
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 GA 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 a series of appendices, making the book accessible to those who may be non-specialists in either of these areas.Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects.
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Hardcover. Zustand: new. Hardcover. 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 Levy-Khinchin representation. It interweaves probability theory, topology, and global analysi…s on manifolds to present the most recent results in a developing area of stochastic analysis. The authors 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) translationsA Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on XA Markov process xt invariant under the non-transitive action of a Lie group GA large portion of the text is devoted to the representation of inhomogeneous Levy 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 a series of appendices, making the book accessible to those who may be non-specialists in either of these areas.Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 interwe…aves 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 GA 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 a series of appendices, making the book accessible to those who may be non-specialists in either of these areas.Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects. 380 pp. Englisch.
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Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Author is an internationally recognized leader in the study of jump processes in stochastic differential geometryPresents new research involving the interaction of several mathematical areas, such as stochasti…c analysis, differential geometry, .
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Buch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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:Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 380 pp. Englisch.
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