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



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Autore: Chen Zhen-Qing Visualizza persona
Titolo: Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups [[electronic resource] /] / by Zhen-Qing Chen, Takashi Kumagai, Laurent Saloff-Coste, Jian Wang, Tianyi Zheng Visualizza cluster
Pubblicazione: Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023
Edizione: 1st ed. 2023.
Descrizione fisica: 1 online resource (147 pages)
Disciplina: 519.2
Soggetto topico: Probabilities
Mathematics
Probability Theory
Applied Probability
Altri autori: KumagaiTakashi  
Saloff-CosteLaurent  
WangJian  
ZhengTianyi  
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.
Titolo autorizzato: Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups  Visualizza cluster
ISBN: 3-031-43332-7
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910755083203321
Lo trovi qui: Univ. Federico II
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Serie: SpringerBriefs in Mathematics, . 2191-8201