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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...

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...

Heinz Bauer (1928-2002) was one of the prominent figures in Convex Analysis and Potential Theory in the second half of the 20th century. The Bauer minimum principle and Bauer's work on Silov's boundary and the Dirichlet problem are milestones in convex analysis. Axiomatic potential theory owes him what is known by now as Bauer harmonic spaces.

These Selecta collect more than twenty of Bauer's research papers including his seminal papers in Convex Analysis and Potential Theory. Above his research contributions Bauer is best known for his art of writing survey articles. Five of his...