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20042021
most citedLevy processes and Fourier analysis on compact Lie groups

8 citations · 8 across the 8 of their papers we have counts for

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7 papers · 1 filter

math.PR2019

Markov Processes with Jumps on Manifolds and Lie Groups

David Applebaum, Ming Liao

We review some developments concerning Markov and Feller processes with jumps in geometric settings. These include stochastic differential equations in Markus canonical form, the C…

math.PR2015

Convolution of probability measures on Lie groups and homogenous spaces

Ming Liao

We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolut…

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…

math.PR2011

Isotropic self-similar Markov processes

Ming Liao, Longmin Wang

We show that an isotropic self-similar Markov process in has a skew product structure if and only if its radial and angular parts do not jump at the same time.