
Lie Groups
Beyond an Introduction
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Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.
Lie Groups Beyond an Introduction takes the reader from the end of introductory Lie group theory to the threshold of infinite-dimensional group representations. Merging algebra and analysis throughout, the author uses Lie-theoretic methods to develop a beautiful theory having wide applications in mathematics and physics. A feature of the presentation is that it encourages the reader's comprehension of Lie group theory to evolve from beginner to expert: initial insights make use of actual matrices, while later insights come from such structural features as properties of root systems, or relationships among subgroups, or patterns among different subgroups.
Topics include a description of all simply connected Lie groups in terms of semisimple Lie groups and semidirect products, the Cartan theory of complex semisimple Lie algebras, the Cartan-Weyl theory of the structure and representations of compact Lie groups and representations of complex semisimple Lie algebras, the classification of real semisimple Lie algebras, the structure theory of noncompact reductive Lie groups as it is now used in research, and integration on reductive groups. Many problems, tables, and bibliographical notes complete this comprehensive work, making the text suitable either for self-study or for courses in the second year of graduate study and beyond.
Topics include a description of all simply connected Lie groups in terms of semisimple Lie groups and semidirect products, the Cartan theory of complex semisimple Lie algebras, the Cartan-Weyl theory of the structure and representations of compact Lie groups and representations of complex semisimple Lie algebras, the classification of real semisimple Lie algebras, the structure theory of noncompact reductive Lie groups as it is now used in research, and integration on reductive groups. Many problems, tables, and bibliographical notes complete this comprehensive work, making the text suitable either for self-study or for courses in the second year of graduate study and beyond.