Hyperbolic dynamics and Brownian motion : an introduction
 Responsibility
 Jacques Franchi, Yves Le Jan.
 Language
 English.
 Edition
 1st ed.
 Imprint
 Oxford ; New York : Oxford University Press, 2012.
 Physical description
 xiv, 266 p. : ill. ; 24 cm.
 Series
 Oxford mathematical monographs.
Access
Available online
Science Library (Li and Ma)
Stacks
Call number  Status 

QA614.8 .F736 2012  Unknown 
More options
Creators/Contributors
 Author/Creator
 Franchi, Jacques.
 Contributor
 Le Jan, Y. (Yves), 1952
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 249254) and index.
 Contents

 Introduction  Summary  1. The LorentzMobius group PSO(1 d)  2. Hyperbolic Geometry  3. Operators and Measures  4. Kleinian groups  5. Measures and flows on GAMMA/F2  6. Basic Ito Calculus  7. Brownian motions on groups of matrices  8. Central Limit Theorem for geodesics  9. Appendix relating to geometry  10. Appendix relating to stochastic calculus  11. Index of notation, terms, and figures  References.
 (source: Nielsen Book Data)9780199654109 20160609
 Publisher's Summary
 Hyperbolic Dynamics and Brownian Motion illustrates the interplay between distinct domains of mathematics. There is no assumption that the reader is a specialist in any of these domains: only basic knowledge of linear algebra, calculus and probability theory is required. The content can be summarized in three ways: Firstly, this book provides an introduction to hyperbolic geometry, based on the Lorentz group. The Lorentz group plays, in relativistic spacetime, a role analogue to the rotations in Euclidean space. The hyperbolic geometry is the geometry of the unit pseudosphere. The boundary of the hyperbolic space is defined as the set of light rays. Special attention is given to the geodesic and horocyclic flows. Hyperbolic geometry is presented via special relativity to benefit from the physical intuition. Secondly, this book introduces basic notions of stochastic analysis: the Wiener process, Ito's stochastic integral, and calculus. This introduction allows study in linear stochastic differential equations on groups of matrices. In this way the spherical and hyperbolic Brownian motions, diffusions on the stable leaves, and the relativistic diffusion are constructed. Thirdly, quotients of the hyperbolic space under a discrete group of isometries are introduced. In this framework some elements of hyperbolic dynamics are presented, as the ergodicity of the geodesic and horocyclic flows. This book culminates with an analysis of the chaotic behaviour of the geodesic flow, performed using stochastic analysis methods. This main result is known as Sinai's central limit theorem.
(source: Nielsen Book Data)9780199654109 20160609
Bibliographic information
 Publication date
 2012
 Series
 Oxford mathematical monographs
 ISBN
 9780199654109 (hbk.)
 0199654107 (hbk.)