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Transactions of the American Mathematical Society

Published by the American Mathematical Society since 1900, Transactions of the American Mathematical Society is devoted to longer research articles in all areas of pure and applied mathematics.

ISSN 1088-6850 (online) ISSN 0002-9947 (print)

The 2020 MCQ for Transactions of the American Mathematical Society is 1.48.

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Lévy processes in semisimple Lie groups and stability of stochastic flows
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by Ming Liao PDF
Trans. Amer. Math. Soc. 350 (1998), 501-522 Request permission

Abstract:

We study the asymptotic stability of stochastic flows on compact spaces induced by Levy processes in semisimple Lie groups. It is shown that the Lyapunov exponents can be determined naturally in terms of root structure of the Lie group and there is an open subset whose complement has a positive codimension such that, after a random rotation, each of its connected components is shrunk to a single moving point exponentially under the flow.
References
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Additional Information
  • Ming Liao
  • Affiliation: Department of Mathematics, Auburn University, Auburn, Alabama 36849
  • MR Author ID: 214970
  • Email: liaomin@mail.auburn.edu
  • Received by editor(s): June 19, 1995
  • © Copyright 1998 American Mathematical Society
  • Journal: Trans. Amer. Math. Soc. 350 (1998), 501-522
  • MSC (1991): Primary 58G32; Secondary 60H10
  • DOI: https://doi.org/10.1090/S0002-9947-98-01730-9
  • MathSciNet review: 1373644