Combinatorial Properties of Brownian Motion on the Compact Classical Groups

Journal of Theoretical Probability

Volumn 10, Issue 3, 1997, Pages 659-679

  Rains, E M ^a,b  

^a HARVARD UNIVERSITY   (United States)

^b AT AND T LABS RESEARCH   (United States)

Author keywords

Compact lie groups brownian combinatorics

Indexed keywords

EID: 0042732874     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022601711176     Document Type: Article

References (8)

1. Adams, J. F. (1969). Lectures on Lie Groups, W. A. Benjamin, New York.
2. Diaconis, P., and Shahshahani, M. (1987). The subgroup algorithm for generating uniform random variables. Prob. Eng. Infor. Sci. 1, 15-32.
3. Helgason, S. (1984). Groups and Geometric Analysis, Academic Press, Orlando.
4. Hewitt, E., and Ross, K. A. (1963). Abstract Harmonic Analysis, Vol. 1, Springer-Verlag, Berlin.
5. Hunt, G. A. (1956). Semigroups of measures on Lie groups. Trans. Am. Math. Soc. 81, 264-293.
6. Rains, E. M. (1995). Topics in Probability on Compact Lie Groups, Ph.D. Thesis, Harvard University.
7. Rota, G.-C., Kahaner, D., and Odlyzko, A. (1973). Finite operator calculus, J. Math. Anal. Appl. 42(3), 684-760.
8. Stroock, D. W., and Varadhan, S. R. S. (1973). Limit theorems for random walks on Lie groups. Sankhyā, Series A 35, 277-294.