Probability Measures on Groups VIII

Probability Measures on Groups VIII
Author :
Publisher : Springer
Total Pages : 397
Release :
ISBN-10 : 9783540448525
ISBN-13 : 3540448527
Rating : 4/5 (25 Downloads)

Synopsis Probability Measures on Groups VIII by : Herbert Heyer

Probability Measures on Groups X

Probability Measures on Groups X
Author :
Publisher : Springer Science & Business Media
Total Pages : 491
Release :
ISBN-10 : 9781489923646
ISBN-13 : 1489923640
Rating : 4/5 (46 Downloads)

Synopsis Probability Measures on Groups X by : H. Heyer

The present volume contains the transactions of the lOth Oberwolfach Conference on "Probability Measures on Groups". The series of these meetings inaugurated in 1970 by L. Schmetterer and the editor is devoted to an intensive exchange of ideas on a subject which developed from the relations between various topics of mathematics: measure theory, probability theory, group theory, harmonic analysis, special functions, partial differential operators, quantum stochastics, just to name the most significant ones. Over the years the fruitful interplay broadened in various directions: new group-related structures such as convolution algebras, generalized translation spaces, hypercomplex systems, and hypergroups arose from generalizations as well as from applications, and a gradual refinement of the combinatorial, Banach-algebraic and Fourier analytic methods led to more precise insights into the theory. In a period of highest specialization in scientific thought the separated minds should be reunited by actively emphasizing similarities, analogies and coincidences between ideas in their fields of research. Although there is no real separation between one field and another - David Hilbert denied even the existence of any difference between pure and applied mathematics - bridges between probability theory on one side and algebra, topology and geometry on the other side remain absolutely necessary. They provide a favorable ground for the communication between apparently disjoint research groups and motivate the framework of what is nowadays called "Structural probability theory".

Probability Measures on Groups

Probability Measures on Groups
Author :
Publisher : Springer
Total Pages : 366
Release :
ISBN-10 : 9783540354062
ISBN-13 : 3540354069
Rating : 4/5 (62 Downloads)

Synopsis Probability Measures on Groups by : H. Heyer

Probability Measures on Groups IX

Probability Measures on Groups IX
Author :
Publisher : Springer
Total Pages : 446
Release :
ISBN-10 : 9783540462064
ISBN-13 : 3540462066
Rating : 4/5 (64 Downloads)

Synopsis Probability Measures on Groups IX by : Herbert Heyer

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.

Stability Problems for Stochastic Models

Stability Problems for Stochastic Models
Author :
Publisher : Springer
Total Pages : 238
Release :
ISBN-10 : 9783540476450
ISBN-13 : 3540476458
Rating : 4/5 (50 Downloads)

Synopsis Stability Problems for Stochastic Models by : Vladimir V. Kalashnikov

The subject of this book is a new direction in the field of probability theory and mathematical statistics which can be called "stability theory": it deals with evaluating the effects of perturbing initial probabilistic models and embraces quite varied subtopics: limit theorems, queueing models, statistical inference, probability metrics, etc. The contributions are original research articles developing new ideas and methods of stability analysis.

Topics in Probability and Lie Groups

Topics in Probability and Lie Groups
Author :
Publisher : American Mathematical Soc.
Total Pages : 220
Release :
ISBN-10 : 0821870246
ISBN-13 : 9780821870242
Rating : 4/5 (46 Downloads)

Synopsis Topics in Probability and Lie Groups by : John Christopher Taylor

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.

Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups

Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups
Author :
Publisher : Springer Science & Business Media
Total Pages : 626
Release :
ISBN-10 : 9789401730617
ISBN-13 : 940173061X
Rating : 4/5 (17 Downloads)

Synopsis Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups by : Wilfried Hazod

Generalising classical concepts of probability theory, the investigation of operator (semi)-stable laws as possible limit distributions of operator-normalized sums of i.i.d. random variable on finite-dimensional vector space started in 1969. Currently, this theory is still in progress and promises interesting applications. Parallel to this, similar stability concepts for probabilities on groups were developed during recent decades. It turns out that the existence of suitable limit distributions has a strong impact on the structure of both the normalizing automorphisms and the underlying group. Indeed, investigations in limit laws led to contractable groups and - at least within the class of connected groups - to homogeneous groups, in particular to groups that are topologically isomorphic to a vector space. Moreover, it has been shown that (semi)-stable measures on groups have a vector space counterpart and vice versa. The purpose of this book is to describe the structure of limit laws and the limit behaviour of normalized i.i.d. random variables on groups and on finite-dimensional vector spaces from a common point of view. This will also shed a new light on the classical situation. Chapter 1 provides an introduction to stability problems on vector spaces. Chapter II is concerned with parallel investigations for homogeneous groups and in Chapter III the situation beyond homogeneous Lie groups is treated. Throughout, emphasis is laid on the description of features common to the group- and vector space situation. Chapter I can be understood by graduate students with some background knowledge in infinite divisibility. Readers of Chapters II and III are assumed to be familiar with basic techniques from probability theory on locally compact groups.

Analysis On Infinite-dimensional Lie Groups And Algebras - Proceedings Of The International Colloquium

Analysis On Infinite-dimensional Lie Groups And Algebras - Proceedings Of The International Colloquium
Author :
Publisher : World Scientific
Total Pages : 410
Release :
ISBN-10 : 9789814544849
ISBN-13 : 9814544841
Rating : 4/5 (49 Downloads)

Synopsis Analysis On Infinite-dimensional Lie Groups And Algebras - Proceedings Of The International Colloquium by : Jean Marion

This proceedings volume can be considered as a monograph on the state-of-the-art in the wide range of analysis on infinite-dimensional algebraic-topological structures. Topics covered in this volume include integrability and regularity for Lie groups and Lie algebras, actions of infinite-dimensional Lie groups on manifolds of paths and related minimal orbits, quasi-invariant measures, white noise analysis, harmonic analysis on generalized convolution structures, and noncommutative geometry. A special feature of this volume is the interrelationship between problems of pure and applied mathematics and also between mathematics and physics.

Probability Measures on Locally Compact Groups

Probability Measures on Locally Compact Groups
Author :
Publisher : Springer Science & Business Media
Total Pages : 542
Release :
ISBN-10 : 9783642667060
ISBN-13 : 3642667066
Rating : 4/5 (60 Downloads)

Synopsis Probability Measures on Locally Compact Groups by : H. Heyer

Probability measures on algebraic-topological structures such as topological semi groups, groups, and vector spaces have become of increasing importance in recent years for probabilists interested in the structural aspects of the theory as well as for analysts aiming at applications within the scope of probability theory. In order to obtain a natural framework for a first systematic presentation of the most developed part of the work done in the field we restrict ourselves to prob ability measures on locally compact groups. At the same time we stress the non Abelian aspect. Thus the book is concerned with a set of problems which can be regarded either from the probabilistic or from the harmonic-analytic point of view. In fact, it seems to be the synthesis of these two viewpoints, the initial inspiration coming from probability and the refined techniques from harmonic analysis which made this newly established subject so fascinating. The goal of the presentation is to give a fairly complete treatment of the central limit problem for probability measures on a locally compact group. In analogy to the classical theory the discussion is centered around the infinitely divisible probability measures on the group and their relationship to the convergence of infinitesimal triangular systems.