Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest i

The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group. While it belongs to the class of simply connected nilpotent Lie

This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Rec

Up-to-the minute research on important stochastic processes.

This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compac