Invariant Markov processes under Lie group actions

The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Lévy-Khinchin representation. It interweaves probability theory, topology, and global analysis on m...

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Main Author: Liao, Ming,
Other Authors: SpringerLink (Online service)
Format: eBook
Language: English
Published: Cham, Switzerland : Springer, [2018]
Physical Description: 1 online resource.
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