Probability on Real Lie Algebras
Probability on Real Lie Algebras

Author: Uwe Franz

Publisher: Cambridge University Press

Published: 2016-01-25

Total Pages: 303

ISBN-13: 110712865X

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This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Lévy processes), and the quantum Malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, Lévy processes, and the Malliavin calculus.

Probability on Compact Lie Groups
Probability on Compact Lie Groups

Author: David Applebaum

Publisher: Springer

Published: 2014-06-26

Total Pages: 236

ISBN-13: 3319078429

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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 groups helps readers to get acquainted with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance of these groups for applications. The book is primarily aimed at researchers working in probability, stochastic analysis and harmonic analysis on groups. It will also be of interest to mathematicians working in Lie theory and physicists, statisticians and engineers who are working on related applications. A background in first year graduate level measure theoretic probability and functional analysis is essential; a background in Lie groups and representation theory is certainly helpful but the first two chapters also offer orientation in these subjects.

An Introduction to Lie Groups and Lie Algebras
An Introduction to Lie Groups and Lie Algebras

Author: Alexander A. Kirillov

Publisher: Cambridge University Press

Published: 2008-07-31

Total Pages: 237

ISBN-13: 0521889693

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This book is an introduction to semisimple Lie algebras. It is concise and informal, with numerous exercises and examples.

Introduction to Lie Algebras
Introduction to Lie Algebras

Author: K. Erdmann

Publisher: Springer Science & Business Media

Published: 2006-09-28

Total Pages: 254

ISBN-13: 1846284902

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Lie groups and Lie algebras have become essential to many parts of mathematics and theoretical physics, with Lie algebras a central object of interest in their own right. This book provides an elementary introduction to Lie algebras based on a lecture course given to fourth-year undergraduates. The only prerequisite is some linear algebra and an appendix summarizes the main facts that are needed. The treatment is kept as simple as possible with no attempt at full generality. Numerous worked examples and exercises are provided to test understanding, along with more demanding problems, several of which have solutions. Introduction to Lie Algebras covers the core material required for almost all other work in Lie theory and provides a self-study guide suitable for undergraduate students in their final year and graduate students and researchers in mathematics and theoretical physics.

Lie Algebras of Finite and Affine Type
Lie Algebras of Finite and Affine Type

Author: Roger William Carter

Publisher: Cambridge University Press

Published: 2005-10-27

Total Pages: 662

ISBN-13: 9780521851381

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This book provides a thorough but relaxed mathematical treatment of Lie algebras.

Stochastic Models, Information Theory, and Lie Groups, Volume 1
Stochastic Models, Information Theory, and Lie Groups, Volume 1

Author: Gregory S. Chirikjian

Publisher: Springer Science & Business Media

Published: 2009-09-02

Total Pages: 397

ISBN-13: 0817648038

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This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.

Probability
Probability

Author: Rick Durrett

Publisher: Cambridge University Press

Published: 2010-08-30

Total Pages:

ISBN-13: 113949113X

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This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

Probabilities on the Heisenberg Group
Probabilities on the Heisenberg Group

Author: Daniel Neuenschwander

Publisher: Springer

Published: 2006-11-14

Total Pages: 146

ISBN-13: 3540685901

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The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group. While it belongs to the class of simply connected nilpotent Lie groups, it turns out that its special structure yields many results which (up to now) have not carried over to this larger class. This book is a survey of probabilistic results on the Heisenberg group. The emphasis lies on limit theorems and their relation to Brownian motion. Besides classical probability tools, non-commutative Fourier analysis and functional analysis (operator semigroups) comes in. The book is intended for probabilists and analysts interested in Lie groups, but given the many applications of the Heisenberg group, it will also be useful for theoretical phycisists specialized in quantum mechanics and for engineers.

Galois' Theory Of Algebraic Equations (Second Edition)
Galois' Theory Of Algebraic Equations (Second Edition)

Author: Jean-pierre Tignol

Publisher: World Scientific Publishing Company

Published: 2015-12-28

Total Pages: 325

ISBN-13: 9814704717

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The book gives a detailed account of the development of the theory of algebraic equations, from its origins in ancient times to its completion by Galois in the nineteenth century. The appropriate parts of works by Cardano, Lagrange, Vandermonde, Gauss, Abel, and Galois are reviewed and placed in their historical perspective, with the aim of conveying to the reader a sense of the way in which the theory of algebraic equations has evolved and has led to such basic mathematical notions as 'group' and 'field'. A brief discussion of the fundamental theorems of modern Galois theory and complete proofs of the quoted results are provided, and the material is organized in such a way that the more technical details can be skipped by readers who are interested primarily in a broad survey of the theory.In this second edition, the exposition has been improved throughout and the chapter on Galois has been entirely rewritten to better reflect Galois' highly innovative contributions. The text now follows more closely Galois' memoir, resorting as sparsely as possible to anachronistic modern notions such as field extensions. The emerging picture is a surprisingly elementary approach to the solvability of equations by radicals, and yet is unexpectedly close to some of the most recent methods of Galois theory.

Hilbert's Fifth Problem and Related Topics
Hilbert's Fifth Problem and Related Topics

Author: Terence Tao

Publisher: American Mathematical Soc.

Published: 2014-07-18

Total Pages: 354

ISBN-13: 147041564X

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In the fifth of his famous list of 23 problems, Hilbert asked if every topological group which was locally Euclidean was in fact a Lie group. Through the work of Gleason, Montgomery-Zippin, Yamabe, and others, this question was solved affirmatively; more generally, a satisfactory description of the (mesoscopic) structure of locally compact groups was established. Subsequently, this structure theory was used to prove Gromov's theorem on groups of polynomial growth, and more recently in the work of Hrushovski, Breuillard, Green, and the author on the structure of approximate groups. In this graduate text, all of this material is presented in a unified manner, starting with the analytic structural theory of real Lie groups and Lie algebras (emphasising the role of one-parameter groups and the Baker-Campbell-Hausdorff formula), then presenting a proof of the Gleason-Yamabe structure theorem for locally compact groups (emphasising the role of Gleason metrics), from which the solution to Hilbert's fifth problem follows as a corollary. After reviewing some model-theoretic preliminaries (most notably the theory of ultraproducts), the combinatorial applications of the Gleason-Yamabe theorem to approximate groups and groups of polynomial growth are then given. A large number of relevant exercises and other supplementary material are also provided.