Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups

Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups
Title Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups PDF eBook
Author Wilfried Hazod
Publisher Springer Science & Business Media
Pages 626
Release 2013-03-14
Genre Mathematics
ISBN 940173061X

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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.

Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups

Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups
Title Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups PDF eBook
Author Wilfried Hazod
Publisher
Pages 636
Release 2014-01-15
Genre
ISBN 9789401730624

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Characterization of Probability Distributions on Locally Compact Abelian Groups

Characterization of Probability Distributions on Locally Compact Abelian Groups
Title Characterization of Probability Distributions on Locally Compact Abelian Groups PDF eBook
Author Gennadiy Feldman
Publisher American Mathematical Society
Pages 253
Release 2023-04-07
Genre Mathematics
ISBN 1470472953

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It is well known that if two independent identically distributed random variables are Gaussian, then their sum and difference are also independent. It turns out that only Gaussian random variables have such property. This statement, known as the famous Kac-Bernstein theorem, is a typical example of a so-called characterization theorem. Characterization theorems in mathematical statistics are statements in which the description of possible distributions of random variables follows from properties of some functions of these random variables. The first results in this area are associated with famous 20th century mathematicians such as G. Pólya, M. Kac, S. N. Bernstein, and Yu. V. Linnik. By now, the corresponding theory on the real line has basically been constructed. The problem of extending the classical characterization theorems to various algebraic structures has been actively studied in recent decades. The purpose of this book is to provide a comprehensive and self-contained overview of the current state of the theory of characterization problems on locally compact Abelian groups. The book will be useful to everyone with some familiarity of abstract harmonic analysis who is interested in probability distributions and functional equations on groups.

Probabilities on the Heisenberg Group

Probabilities on the Heisenberg Group
Title Probabilities on the Heisenberg Group PDF eBook
Author Daniel Neuenschwander
Publisher Springer
Pages 146
Release 2006-11-14
Genre Mathematics
ISBN 3540685901

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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.

New Directions in Locally Compact Groups

New Directions in Locally Compact Groups
Title New Directions in Locally Compact Groups PDF eBook
Author Pierre-Emmanuel Caprace
Publisher Cambridge University Press
Pages 367
Release 2018-02-08
Genre Mathematics
ISBN 1108349544

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This collection of expository articles by a range of established experts and newer researchers provides an overview of the recent developments in the theory of locally compact groups. It includes introductory articles on totally disconnected locally compact groups, profinite groups, p-adic Lie groups and the metric geometry of locally compact groups. Concrete examples, including groups acting on trees and Neretin groups, are discussed in detail. An outline of the emerging structure theory of locally compact groups beyond the connected case is presented through three complementary approaches: Willis' theory of the scale function, global decompositions by means of subnormal series, and the local approach relying on the structure lattice. An introduction to lattices, invariant random subgroups and L2-invariants, and a brief account of the Burger–Mozes construction of simple lattices are also included. A final chapter collects various problems suggesting future research directions.

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
Title Analysis On Infinite-dimensional Lie Groups And Algebras - Proceedings Of The International Colloquium PDF eBook
Author Jean Marion
Publisher World Scientific
Pages 410
Release 1998-10-30
Genre
ISBN 9814544841

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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.

2016 MATRIX Annals

2016 MATRIX Annals
Title 2016 MATRIX Annals PDF eBook
Author Jan de Gier
Publisher Springer
Pages 667
Release 2018-04-10
Genre Mathematics
ISBN 3319722999

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MATRIX is Australia’s international, residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each lasting 1-4 weeks. This book is a scientific record of the five programs held at MATRIX in its first year, 2016: - Higher Structures in Geometry and Physics - Winter of Disconnectedness - Approximation and Optimisation - Refining C*-Algebraic Invariants for Dynamics using KK-theory - Interactions between Topological Recursion, Modularity, Quantum Invariants and Low- dimensional Topology The MATRIX Scientific Committee selected these programs based on their scientific excellence and the participation rate of high-profile international participants. Each program included ample unstructured time to encourage collaborative research; some of the longer programs also included an embedded conference or lecture series. The articles are grouped into peer-reviewed contributions and other contributions. The peer-reviewed articles present original results or reviews on selected topics related to the MATRIX program; the remaining contributions are predominantly lecture notes based on talks or activities at MATRIX.