Probabilities on the Heisenberg Group: Limit Theorems and Brownian Motion
โ Scribed by Neuenschwander D.
- Year
- 1996
- Tongue
- English
- Leaves
- 147
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
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.
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I ordered this book when it was recommended by Amazon because I ordered the tape of Leonard Mlodinow [["The Drunkard's Walk: How Randomness Rules Our Lives."]] It is a much more technical work, but is full of fascinating historical and physical asides. It is also full of profound and deep suggestio
Emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included. For graduate students and researchers in probability and statistics. Softcover available.
<p>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 promise
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 promis