Lévy processes and Fourier analysis on compact Lie groups.

DOI10.1214/009117904000000306zbMath1054.60003arXivmath/0410154OpenAlexW3122641463WikidataQ115240901 ScholiaQ115240901MaRDI QIDQ1879837

Ming Liao

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410154

zbMATH Keywords

Lévy processescompact Lie groupPeter-Weyl theorem

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (4)

Cutoff profiles for quantum Lévy processes and quantum random transpositions ⋮ Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels ⋮ The cut-off phenomenon for Brownian motions on compact symmetric spaces ⋮ Brownian Processes for Monte Carlo Integration on Compact Lie Groups

Cites Work

• Fourier analysis and limit theorems for convolution semigroups on a locally compact group
• Random rotations: Characters and random walks on \(SO(N)\)
• Compound Poisson processes and Lévy processes in groups and symmetric spaces
• Isotropic infinitely divisible measures on symmetric spaces
• Semi-Groups of Measures on Lie Groups
• Lévy processes in semisimple Lie groups and stability of stochastic flows
• DYNAMICAL PROPERTIES OF LÉVY PROCESSES IN LIE GROUPS
• Random walks on symmetric spaces and inequalities for matrix spectra
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