Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups, 1st ed. 2023 SpringerBriefs in Mathematics Series
Langue : Anglais
Auteurs : Chen Zhen-Qing, Kumagai Takashi, Saloff-Coste Laurent, Wang Jian, Zheng Tianyi
This book develops limit theorems for a natural class of long range random walks on finitely generated torsion free nilpotent groups. The limits in these limit theorems are Lévy processes on some simply connected nilpotent Lie groups. Both the limit Lévy process and the limit Lie group carrying this process are determined by and depend on the law of the original random walk. The book offers the first systematic study of such limit theorems involving stable-like random walks and stable limit Lévy processes in the context of (non-commutative) nilpotent groups.
Setting the stage.- Introduction.- Polynomial coordinates and approximate dilations.- Vague convergence and change of group law.- Weak convergence of the processes.- Local limit theorem.- Symmetric Lévy processes on nilpotent groups.- Measures in SM(Γ) and their geometries.- Adapted approximate group dilations.- The main results for random walks driven by measures in SM(Γ).
Zhen-Qing Chen is a Professor of Mathematics at the University of Washington, Seattle, Washington, USA
Takashi Kumagai is a Professor of Mathematics at Waseda University, Tokyo, Japan.
Laurent Saloff-Coste is the Abram R. Bullis Professor of Mathematics at Cornell University, Ithaca, New York, USA.
Tianyi Zheng is a Professor of Mathematics at the University of California, San Diego, California, USA
Provides a systematic study of functional limit theorem for long-jump random walks on nilpotent groups
Gives a companion local limit theorem relating the densities of of the associated processes
Presents a new constructive characterization of symmetric Lévy processes on nilpotent groups
Date de parution : 10-2023
Ouvrage de 139 p.
15.5x23.5 cm
Thème de Limit Theorems for Some Long Range Random Walks on... :
© 2024 LAVOISIER S.A.S.
