Introduction I. General remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 II. Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 III. Lie algebras: some basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Chapter 1 Operator calculus and Appell systems I. Boson calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 II. Holomorphic canonical calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 III. Canonical Appell systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 Chapter 2 Representations of Lie groups I. Coordinates on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 II. Dual representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 III. Matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 IV. Induced representations and homogeneous spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 General Appell systems Chapter 3 I. Convolution and stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 II. Stochastic processes on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 III. Appell systems on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 Chapter 4 Canonical systems in several variables I. Homogeneous spaces and Cartan decompositions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 II. Induced representation and coherent states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 III. Orthogonal polynomials in several variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 Chapter 5 Algebras with discrete spectrum I. Calculus on groups: review of the theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 II. Finite-difference algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 III. q-HW algebra and basic hypergeometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 IV. su2 and Krawtchouk polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 V. e2 and Lommel polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101 Chapter 6 Nilpotent and solvable algebras I. Heisenberg algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 II. Type-H Lie algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118 Vll III. Upper-triangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 IV. Affine and Euclidean algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 Chapter 7 Hermitian symmetric spaces I. Basic structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 II. Space of rectangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 III. Space of skew-symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136 IV. Space of symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 Chapter 8 Properties of matrix elements I. Addition formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 II. Recurrences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 III. Quotient representations and summation formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 Chapter 9 Symbolic computations I. Computing the pi-matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153 II. Adjoint group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 III. Recursive computation of matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

This series presents some tools of applied mathematics in the areas of proba bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in math ematics, physics, and, now, computer science. Much of the material is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of the material is original with the authors. The presentation of probability theory in connection with group represen tations is new, this appears in Volume I. Then the applications to computer science in Volume II are original as well. The approach found in Volume III, which deals in large part with infinite-dimensional representations of Lie algebras/Lie groups, is new as well, being inspired by the desire to find a recursive method for calcu lating group representations. One idea behind this is the possibility of symbolic computation of the matrix elements. In this volume, Representations and Probability Theory, we present an intro duction to Lie algebras and Lie groups emphasizing the connections with operator calculus, which we interpret through representations, principally, the action of the Lie algebras on spaces of polynomials. The main features are the connection with probability theory via moment systems and the connection with the classical ele mentary distributions via representation theory. The various systems of polynomi als that arise are one of the most interesting aspects of this study.

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

Introduction I. General remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 II. Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 III. Lie algebras: some basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Chapter 1 Operator calculus and Appell systems I. Boson calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 II. Holomorphic canonical calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 III. Canonical Appell systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 Chapter 2 Representations of Lie groups I. Coordinates on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 II. Dual representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 III. Matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 IV. Induced representations and homogeneous spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 General Appell systems Chapter 3 I. Convolution and stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 II. Stochastic processes on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 III. Appell systems on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 Chapter 4 Canonical systems in several variables I. Homogeneous spaces and Cartan decompositions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 II. Induced representation and coherent states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 III. Orthogonal polynomials in several variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 Chapter 5 Algebras with discrete spectrum I. Calculus on groups: review of the theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 II. Finite-difference algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 III. q-HW algebra and basic hypergeometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 IV. su2 and Krawtchouk polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 V. e2 and Lommel polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101 Chapter 6 Nilpotent and solvable algebras I. Heisenberg algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 II. Type-H Lie algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118 Vll III. Upper-triangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 IV. Affine and Euclidean algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 Chapter 7 Hermitian symmetric spaces I. Basic structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 II. Space of rectangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 III. Space of skew-symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136 IV. Space of symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 Chapter 8 Properties of matrix elements I. Addition formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 II. Recurrences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 III. Quotient representations and summation formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 Chapter 9 Symbolic computations I. Computing the pi-matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153 II. Adjoint group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 III. Recursive computation of matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

This book is based on the notes of the authors' seminar on algebraic and Lie groups held at the Department of Mechanics and Mathematics of Moscow University in 1967/68. Our guiding idea was to present in the most economic way the theory of semisimple Lie groups on the basis of the theory of algebraic groups. Our main sources were A. Borel's paper [34], C. ChevalIey's seminar [14], seminar "Sophus Lie" [15] and monographs by C. Chevalley [4], N. Jacobson [9] and J-P. Serre [16, 17]. In preparing this book we have completely rearranged these notes and added two new chapters: "Lie groups" and "Real semisimple Lie groups". Several traditional topics of Lie algebra theory, however, are left entirely disregarded, e.g. universal enveloping algebras, characters of linear representations and (co)homology of Lie algebras. A distinctive feature of this book is that almost all the material is presented as a sequence of problems, as it had been in the first draft of the seminar's notes. We believe that solving these problems may help the reader to feel the seminar's atmosphere and master the theory. Nevertheless, all the non-trivial ideas, and sometimes solutions, are contained in hints given at the end of each section. The proofs of certain theorems, which we consider more difficult, are given directly in the main text. The book also contains exercises, the majority of which are an essential complement to the main contents.

This unique text is an introduction to harmonic analysis on the simplest symmetric spaces, namely Euclidean space, the sphere, and the Poincaré upper half plane. This book is intended for beginning graduate students in mathematics or researchers in physics or engineering. Written with an informal style, the book places an emphasis on motivation, concrete examples, history, and, above all, applications in mathematics, statistics, physics, and engineering. Many corrections and updates have been incorporated in this new edition. Updates include discussions of P. Sarnak and others' work on quantum chaos, the work of T. Sunada, Marie-France Vignéras, Carolyn Gordon, and others on Mark Kac's question "Can you hear the shape of a drum?", A. Lubotzky, R. Phillips and P. Sarnak's examples of Ramanujan graphs, and, finally, the author's comparisons of continuous theory with the finite analogues. Topics featured throughout the text include inversion formulas for Fourier transforms, central limit theorems, Poisson's summation formula and applications in crystallography and number theory, applications of spherical harmonic analysis to the hydrogen atom, the Radon transform, non-Euclidean geometry on the Poincaré upper half plane H or unit disc and applications to microwave engineering, fundamental domains in H for discrete groups Γ, tessellations of H from such discrete group actions, automorphic forms, and the Selberg trace formula and its applications in spectral theory as well as number theory.

Lie groups and Lie algebras have become essential to many parts of mathematics and theoretical physics, with Lie algebras a central object of interest in their own right. This book provides an elementary introduction to Lie algebras based on a lecture course given to fourth-year undergraduates. The only prerequisite is some linear algebra and an appendix summarizes the main facts that are needed. The treatment is kept as simple as possible with no attempt at full generality. Numerous worked examples and exercises are provided to test understanding, along with more demanding problems, several of which have solutions. Introduction to Lie Algebras covers the core material required for almost all other work in Lie theory and provides a self-study guide suitable for undergraduate students in their final year and graduate students and researchers in mathematics and theoretical physics.

Very roughly speaking, representation theory studies symmetry in linear spaces. It is a beautiful mathematical subject which has many applications, ranging from number theory and combinatorics to geometry, probability theory, quantum mechanics, and quantum field theory. The goal of this book is to give a ``holistic'' introduction to representation theory, presenting it as a unified subject which studies representations of associative algebras and treating the representation theories of groups, Lie algebras, and quivers as special cases. Using this approach, the book covers a number of standard topics in the representation theories of these structures. Theoretical material in the book is supplemented by many problems and exercises which touch upon a lot of additional topics; the more difficult exercises are provided with hints. The book is designed as a textbook for advanced undergraduate and beginning graduate students. It should be accessible to students with a strong background in linear algebra and a basic knowledge of abstract algebra.

This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Lévy processes), and the quantum Malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, Lévy processes, and the Malliavin calculus.