1.

Record Nr.

UNINA9910755083203321

Autore

Chen Zhen-Qing

Titolo

Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups / / by Zhen-Qing Chen, Takashi Kumagai, Laurent Saloff-Coste, Jian Wang, Tianyi Zheng

Pubbl/distr/stampa

Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023

ISBN

3-031-43332-7

Edizione

[1st ed. 2023.]

Descrizione fisica

1 online resource (147 pages)

Collana

SpringerBriefs in Mathematics, , 2191-8201

Altri autori (Persone)

KumagaiTakashi

Saloff-CosteLaurent

WangJian

ZhengTianyi

Disciplina

519.2

Soggetti

Probabilities

Mathematics

Probability Theory

Applied Probability

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Setting the stage -- Introduction -- Polynomial coordinates and approximate dilations -- Vague convergence and change of group law -- Weak convergence of the processes -- Local limit theorem -- Symmetric Lévy processes on nilpotent groups -- Measures in SM(Γ) and their geometries -- Adapted approximate group dilations -- The main results for random walks driven by measures in SM(Γ).

Sommario/riassunto

This book develops limit theorems for a natural class of long range random walks on finitely generated torsion free nilpotent groups. The limits in these limit theorems are Lévy processes on some simply connected nilpotent Lie groups. Both the limit Lévy process and the limit Lie group carrying this process are determined by and depend on the law of the original random walk. The book offers the first systematic study of such limit theorems involving stable-like random walks and stable limit Lévy processes in the context of (non-commutative) nilpotent groups.