Invariant Markov Processes Under Lie Group Actions (eBook, PDF)
Ming Liao
eBook, PDF

Invariant Markov Processes Under Lie Group Actions (eBook, PDF)

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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 manifolds to present the most recent results in a developing area of stochastic analysis. The author's discussion is structured with three different levels of generality:-A Markov process in a Lie group G that is invariant under the left (or right) translations-A Markov process xt in a manifold X th...

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