Livy Processes in Lie Groups

The purpose of this work is to provide an introduction to Levy processes in general Lie groups. The theory of Levy processes in Lie groups is not merely an ext... » 

The purpose of this work is to provide an introduction to Levy processes in general Lie groups. The theory of Levy processes in Lie groups is not merely an extension of the theory of Levy processes in Euclidean spaces.Because of the unique structures possesses by non-commutative Lie groups. these processes exhibit certain interesting limiting properties that are not present for their counterparts in Euclidean spaces. «