Invariant Markov processes under actions of Lie groups
Invariant Markov processes under actions of Lie groups
We present a representation theory for invariant Markov processes under Lie group actions, in the spirit of the classic Lévy -Khinchin representation.We will study invariant Markov processes at three different levels of generality.First, we consider Markov processes in Lie groups that are invariant under translations, and then Markov processes in …