LEADER 04574nam 22007935 450 001 9910299995703321 005 20250609111213.0 010 $a3-319-07842-9 024 7 $a10.1007/978-3-319-07842-7 035 $a(CKB)3710000000143859 035 $a(EBL)1783084 035 $a(SSID)ssj0001277381 035 $a(PQKBManifestationID)11747731 035 $a(PQKBTitleCode)TC0001277381 035 $a(PQKBWorkID)11257498 035 $a(PQKB)10898000 035 $a(MiAaPQ)EBC1783084 035 $a(DE-He213)978-3-319-07842-7 035 $a(PPN)179765914 035 $a(MiAaPQ)EBC6235503 035 $a(EXLCZ)993710000000143859 100 $a20140626d2014 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aProbability on compact lie groups /$fby David Applebaum 205 $a1st ed. 2014. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2014. 215 $a1 online resource (236 p.) 225 1 $aProbability Theory and Stochastic Modelling,$x2199-3130 ;$v70 300 $aIncludes index. 311 08$a1-322-13700-5 311 08$a3-319-07841-0 327 $aIntroduction -- 1.Lie Groups -- 2.Representations, Peter-Weyl Theory and Weights -- 3.Analysis on Compact Lie Groups -- 4.Probability Measures on Compact Lie Groups -- 5.Convolution Semigroups of Measures -- 6.Deconvolution Density Estimation -- Appendices -- Index -- Bibliography. 330 $aProbability theory on compact Lie groups deals with the interaction between ?chance? and ?symmetry,? a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing). The author gives a comprehensive introduction to some of the principle areas of study, with an emphasis on applicability. The most important topics presented are: the study of measures via the non-commutative Fourier transform, existence and regularity of densities, properties of random walks and convolution semigroups of measures, and the statistical problem of deconvolution. The emphasis on compact (rather than general) Lie groups helps readers to get acquainted with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance of these groups for applications. The book is primarily aimed at researchers working in probability, stochastic analysis and harmonic analysis on groups. It will also be of interest to mathematicians working in Lie theory and physicists, statisticians and engineers who are working on related applications. A background in first year graduate level measure theoretic probability and functional analysis is essential; a background in Lie groups and representation theory is certainly helpful but the first two chapters also offer orientation in these subjects. 410 0$aProbability Theory and Stochastic Modelling,$x2199-3130 ;$v70 606 $aProbabilities 606 $aHarmonic analysis 606 $aTopological groups 606 $aLie groups 606 $aFunctional analysis 606 $aFourier analysis 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aAbstract Harmonic Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M12015 606 $aTopological Groups, Lie Groups$3https://scigraph.springernature.com/ontologies/product-market-codes/M11132 606 $aFunctional Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M12066 606 $aFourier Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M12058 615 0$aProbabilities. 615 0$aHarmonic analysis. 615 0$aTopological groups. 615 0$aLie groups. 615 0$aFunctional analysis. 615 0$aFourier analysis. 615 14$aProbability Theory and Stochastic Processes. 615 24$aAbstract Harmonic Analysis. 615 24$aTopological Groups, Lie Groups. 615 24$aFunctional Analysis. 615 24$aFourier Analysis. 676 $a512.55 700 $aApplebaum$b David$4aut$4http://id.loc.gov/vocabulary/relators/aut$0151518 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299995703321 996 $aProbability on compact Lie groups$91410403 997 $aUNINA