Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups: Structural Properties and Limit Theorems

Author:   Wilfried Hazod ,  Eberhard Siebert
Publisher:   Kluwer Academic Publishers
Edition:   2001 ed.
Volume:   531
ISBN:  

9781402000409


Pages:   612
Publication Date:   30 September 2001
Format:   Hardback
Availability:   In Print   Availability explained
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Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups: Structural Properties and Limit Theorems


Overview

Generalizing 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. This theory is still in progress and promises interesting applications. Parallel to this, similar stability concepts for probabilities on groups were developed during recent decades. It turns out that the existence of suitable limit distributions has a strong impact on the structure of both the normalizing automorphisms and the underlying group. Indeed, investigations in limit laws led to contractable groups and - at least within the class of connected groups - to homogeneous groups, in particular to groups that are topologically isomorphic to a vector space. Moreover, it has been shown that (semi)-stable measures on groups have a vector space counterpart and vice-versa. The purpose of this book is to describe the structure of limit laws and the limit behaviour of normalized i.i.d. random variables on groups and on finite-dimensional vector spaces from a common point of view.

Full Product Details

Author:   Wilfried Hazod ,  Eberhard Siebert
Publisher:   Kluwer Academic Publishers
Imprint:   Kluwer Academic Publishers
Edition:   2001 ed.
Volume:   531
Dimensions:   Width: 15.50cm , Height: 3.40cm , Length: 23.50cm
Weight:   2.350kg
ISBN:  

9781402000409


ISBN 10:   1402000405
Pages:   612
Publication Date:   30 September 2001
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Reviews

...a useful addition to the literature... valuable source of information for the specialists and for those trying to understand some aspects of stability and limit theorems on groups. ... contains an excellent bibliograpy and the authors have included pointers to related developments that are not treated in detail in the text.' Jahresbericht der Deutschen Mathematiker-Vereinigung, 105: 2 (2003)


'...a useful addition to the literature... valuable source of information for the specialists and for those trying to understand some aspects of stability and limit theorems on groups. ... contains an excellent bibliograpy and the authors have included pointers to related developments that are not treated in detail in the text.' Jahresbericht der Deutschen Mathematiker-Vereinigung, 105:2 (2003)


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