COSAM » Events » 2015 » October » Stochastics Seminar

Stochastics Seminar
Time: Oct 28, 2015 (02:00 PM)
Location: Parker Hall 236


Speaker: Dr. Ming Liao

Title:  Convolution of probability measures on Lie groups and homogeneous spaces, part 3

Abstract:  After a brief review, I will discuss the following result and its connection with stochastic processes:

A continuous convolution semigroup of probability measures on a Lie group G can be expressed as the convolution of its initial measure and a continuous convolution semigroup whose initial measure is the unit mass at the identity element.  A similar result holds on a homogeneous space G/K.

Last updated: 10/26/2015