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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 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.
This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Recherches de Mathematiques (CRM) seminar entitiled, ''Topics in Probability on Lie Groups: Boundary Theory''. Evans gives a synthesis of his pre-1992 work on Gaussian measures on vector spaces over a local field. Ledrappier uses the freegroup on $d$ generators as a paradigm for results on the asymptotic properties of random walks and harmonic measures on the Martin boundary. These articles are followed by a case study by Figa-Talamanca using Gelfand pairs to study a diffusion on a compact ultrametric space. The second part of the book is an appendix to the book Compactifications of Symmetric Spaces (Birkhauser) by Y. Guivarc'h and J. C. Taylor. This appendix consists of an article by each author and presents the contents of this book in a more algebraic way. L. Ji and J.-P. Anker simplifies some of their results on the asymptotics of the Green function that were used to compute Martin boundaries. And Taylor gives a self-contained account of Martin boundary theory for manifolds using the theory of second order strictly elliptic partial differential operators.
This book is an introduction to semisimple Lie algebras. It is concise and informal, with numerous exercises and examples.
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.
This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
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.
Up-to-the minute research on important stochastic processes.
Organizing the basic material of complex analysis in a unique manner, the authors of this versatile book aim is to present a precise and concise treatment of those parts of complex analysis that should be familiar to every research mathematician.
This book provides a detailed exposition of a wide range of topics in geometric group theory, inspired by Gromov’s pivotal work in the 1980s. It includes classical theorems on nilpotent groups and solvable groups, a fundamental study of the growth of groups, a detailed look at asymptotic cones, and a discussion of related subjects including filters and ultrafilters, dimension theory, hyperbolic geometry, amenability, the Burnside problem, and random walks on groups. The results are unified under the common theme of Gromov’s theorem, namely that finitely generated groups of polynomial growth are virtually nilpotent. This beautiful result gave birth to a fascinating new area of research which is still active today. The purpose of the book is to collect these naturally related results together in one place, most of which are scattered throughout the literature, some of them appearing here in book form for the first time. In this way, the connections between these topics are revealed, providing a pleasant introduction to geometric group theory based on ideas surrounding Gromov's theorem. The book will be of interest to mature undergraduate and graduate students in mathematics who are familiar with basic group theory and topology, and who wish to learn more about geometric, analytic, and probabilistic aspects of infinite groups.