Probability on Compact Lie Groups

Probability on Compact Lie Groups PDF Author: David Applebaum
Publisher: Springer
ISBN: 3319078429
Category : Mathematics
Languages : en
Pages : 236

Book Description
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 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.

Stochastic Models, Information Theory, and Lie Groups, Volume 1

Stochastic Models, Information Theory, and Lie Groups, Volume 1 PDF Author: Gregory S. Chirikjian
Publisher: Springer Science & Business Media
ISBN: 0817648038
Category : Mathematics
Languages : en
Pages : 397

Book Description
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.

An Introduction to Lie Groups and Lie Algebras

An Introduction to Lie Groups and Lie Algebras PDF Author: Alexander A. Kirillov
Publisher: Cambridge University Press
ISBN: 0521889693
Category : Mathematics
Languages : en
Pages : 237

Book Description
This book is an introduction to semisimple Lie algebras. It is concise and informal, with numerous exercises and examples.

Lie Groups and Symmetric Spaces

Lie Groups and Symmetric Spaces PDF Author: Semen Grigorʹevich Gindikin
Publisher: American Mathematical Soc.
ISBN: 9780821834725
Category : Geometry, Differential
Languages : en
Pages : 372

Book Description
The book contains survey and research articles devoted mainly to geometry and harmonic analysis of symmetric spaces and to corresponding aspects of group representation theory. The volume is dedicated to the memory of Russian mathematician, F. I. Karpelevich (1927-2000). Of particular interest are the survey articles by Sawyer on the Abel transform on noncompact Riemannian symmetric spaces, and by Anker and Ostellari on estimates for heat kernels on such spaces, as well as thearticle by Bernstein and Gindikin on integral geometry for families of curves. There are also many research papers on topics of current interest. The book is suitable for graduate students and research mathematicians interested in harmonic analysis and representation theory.

Hilbert's Fifth Problem and Related Topics

Hilbert's Fifth Problem and Related Topics PDF Author: Terence Tao
Publisher: American Mathematical Soc.
ISBN: 147041564X
Category : Mathematics
Languages : en
Pages : 354

Book Description
In the fifth of his famous list of 23 problems, Hilbert asked if every topological group which was locally Euclidean was in fact a Lie group. Through the work of Gleason, Montgomery-Zippin, Yamabe, and others, this question was solved affirmatively; more generally, a satisfactory description of the (mesoscopic) structure of locally compact groups was established. Subsequently, this structure theory was used to prove Gromov's theorem on groups of polynomial growth, and more recently in the work of Hrushovski, Breuillard, Green, and the author on the structure of approximate groups. In this graduate text, all of this material is presented in a unified manner, starting with the analytic structural theory of real Lie groups and Lie algebras (emphasising the role of one-parameter groups and the Baker-Campbell-Hausdorff formula), then presenting a proof of the Gleason-Yamabe structure theorem for locally compact groups (emphasising the role of Gleason metrics), from which the solution to Hilbert's fifth problem follows as a corollary. After reviewing some model-theoretic preliminaries (most notably the theory of ultraproducts), the combinatorial applications of the Gleason-Yamabe theorem to approximate groups and groups of polynomial growth are then given. A large number of relevant exercises and other supplementary material are also provided.

Probabilities on the Heisenberg Group

Probabilities on the Heisenberg Group PDF Author: Daniel Neuenschwander
Publisher: Springer
ISBN: 3540685901
Category : Mathematics
Languages : en
Pages : 146

Book Description
The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group. While it belongs to the class of simply connected nilpotent Lie groups, it turns out that its special structure yields many results which (up to now) have not carried over to this larger class. This book is a survey of probabilistic results on the Heisenberg group. The emphasis lies on limit theorems and their relation to Brownian motion. Besides classical probability tools, non-commutative Fourier analysis and functional analysis (operator semigroups) comes in. The book is intended for probabilists and analysts interested in Lie groups, but given the many applications of the Heisenberg group, it will also be useful for theoretical phycisists specialized in quantum mechanics and for engineers.

Analysis on Lie Groups

Analysis on Lie Groups PDF Author: Jacques Faraut
Publisher: Cambridge University Press
ISBN: 9780521719308
Category : Mathematics
Languages : en
Pages : 314

Book Description
This self-contained text concentrates on the perspective of analysis, assuming only elementary knowledge of linear algebra and basic differential calculus. The author describes, in detail, many interesting examples, including formulas which have not previously appeared in book form. Topics covered include the Haar measure and invariant integration, spherical harmonics, Fourier analysis and the heat equation, Poisson kernel, the Laplace equation and harmonic functions. Perfect for advanced undergraduates and graduates in geometric analysis, harmonic analysis and representation theory, the tools developed will also be useful for specialists in stochastic calculation and the statisticians. With numerous exercises and worked examples, the text is ideal for a graduate course on analysis on Lie groups.

Stochastic Models, Information Theory, and Lie Groups, Volume 2

Stochastic Models, Information Theory, and Lie Groups, Volume 2 PDF Author: Gregory S. Chirikjian
Publisher: Springer Science & Business Media
ISBN: 0817649433
Category : Mathematics
Languages : en
Pages : 460

Book Description
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.

Lie Group Machine Learning

Lie Group Machine Learning PDF Author: Fanzhang Li
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110499509
Category : Computers
Languages : en
Pages : 534

Book Description
This book explains deep learning concepts and derives semi-supervised learning and nuclear learning frameworks based on cognition mechanism and Lie group theory. Lie group machine learning is a theoretical basis for brain intelligence, Neuromorphic learning (NL), advanced machine learning, and advanced artifi cial intelligence. The book further discusses algorithms and applications in tensor learning, spectrum estimation learning, Finsler geometry learning, Homology boundary learning, and prototype theory. With abundant case studies, this book can be used as a reference book for senior college students and graduate students as well as college teachers and scientific and technical personnel involved in computer science, artifi cial intelligence, machine learning, automation, mathematics, management science, cognitive science, financial management, and data analysis. In addition, this text can be used as the basis for teaching the principles of machine learning. Li Fanzhang is professor at the Soochow University, China. He is director of network security engineering laboratory in Jiangsu Province and is also the director of the Soochow Institute of industrial large data. He published more than 200 papers, 7 academic monographs, and 4 textbooks. Zhang Li is professor at the School of Computer Science and Technology of the Soochow University. She published more than 100 papers in journals and conferences, and holds 23 patents. Zhang Zhao is currently an associate professor at the School of Computer Science and Technology of the Soochow University. He has authored and co-authored more than 60 technical papers.

High-Dimensional Probability

High-Dimensional Probability PDF Author: Roman Vershynin
Publisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299

Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.