Probability on Compact Lie Groups

This was published in July 2014 in the Springer series ``Probability Theory and Stochastic Modelling'' (Volume 70) PROBABILITY ON COMPACT LIE GROUPS

Below you will find the Introduction and a sample chapter.

Introduction .pdf

Chapter 4: Probability Measures on Compact Lie Groups. .pdf

Errata .pdf

Department of Probability and Statistics

Last updated 14th July 2014.