Probability on Compact Lie Groups

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Focusing on the interplay between chance and symmetry, this book introduces probability theory within the context of compact Lie groups, a significant area of mathematics with growing relevance in statistics and engineering, especially in signal processing. Key topics include measures through the non-commutative Fourier transform, the existence of densities, properties of random walks, and convolution semigroups. By concentrating on compact Lie groups, the author aims to make this complex field more accessible while highlighting its rich results and practical applications.