This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers deal with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish?Chandra modules. Several other papers touch upon stochastic processes, in particular L?vy processes. The majority of the contributions emphasize on the algebraic-topological aspects of the theory by choosing configuration spaces, locally compact groups and hypergroups as their basic structures. The volume provides a useful...
This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers...
The latest in this series of Oberwolfach conferences focussed on the interplay between structural probability theory and various other areas of pure and applied mathematics such as Tauberian theory, infinite-dimensional rotation groups, central limit theorems, harmonizable processes, and spherical data. Thus it was attended by mathematicians whose research interests range from number theory to quantum physics in conjunction with structural properties of probabilistic phenomena. This volume contains 5 survey articles submitted on special invitation and 25 original research papers.
The latest in this series of Oberwolfach conferences focussed on the interplay between structural probability theory and various other areas of pure a...
Intended as a text accompanying the traditional graduate courses on probability theory, this title puts emphasis on algebraic-topological aspects leading to a wider and deeper understanding of basic theorems such as those on the structure of continuous convolution semigroups and the corresponding processes with independent increments.
Intended as a text accompanying the traditional graduate courses on probability theory, this title puts emphasis on algebraic-topological aspects lead...
This book focuses on the algebraic-topological aspects of probability theory, leading to a wider and deeper understanding of basic theorems, such as those on the structure of continuous convolution semigroups and the corresponding processes with independent increments. The method applied within the setting of Banach spaces and of locally compact Abelian groups is that of the Fourier transform. This analytic tool along with the relevant parts of harmonic analysis makes it possible to study certain properties of stochastic processes in dependence of the algebraic-topological structure of their...
This book focuses on the algebraic-topological aspects of probability theory, leading to a wider and deeper understanding of basic theorems, such as t...
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 inter...
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 inter...
