Probability on Locally Compact Groups and Compact Lie Groups

The goal is to become familiar with the anal- ysis tools available for treating probability on groups. We will follow Applebaum’s book. Quickly reviewing some basics of Lie groups (Chapter 1), unitary representations and Peter-Weyl theory of compact Lie groups (Chapters 2 and 3), before moving on to the main part of the reading which is the study of probability measures on groups (Chapters 4-6). 

Book: 
David Applebaum, Probability on compact Lie groups
Term: 
Spring
Year: 
2016