Probability on Compact Lie Groups

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Focusing on the intersection of chance and symmetry, this book offers a thorough introduction to probability theory on compact Lie groups. It covers essential topics such as non-commutative Fourier transforms, measure properties, random walks, and deconvolution challenges. By concentrating on compact Lie groups, the author makes this complex field more accessible, highlighting its relevance and applications in statistics and engineering, especially in signal processing. The text balances theoretical insights with practical applicability, making it a valuable resource for both students and professionals.