3 papers
math.PR2014
A three-series theorem on Lie groups
Ming Liao
We obtain a necessary and sufficient condition for the convergence of independent products on Lie groups, as a natural extension of Kolmogorov's three-series theorem. Application t…
math.PR2014
A decomposition of Markov processes via group actions
Ming Liao
We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit…
math.PR2014
Inhomogeneous Levy processes in Lie groups and homogeneous spaces
Ming Liao
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochas…