IWASAWA THEOREM AND INTEGRALS ON LIE-GROUPS

SCHINDLER, W (1993) IWASAWA THEOREM AND INTEGRALS ON LIE-GROUPS. MATHEMATISCHE NACHRICHTEN, 162. pp. 315-327. ISSN 0025-584X,

Full text not available from this repository.

Abstract

In this paper it is proved that Iwasawa's decomposition transforms a certain class of measures on a Lie group H with finitely many components bijectively into a particular class of product measures. This can be applied to evaluate integrals as well as to construct effective algorithms for stochastic simulations on H. Cases of particular interest are the QR-decomposition and the polar decomposition of regular matrices. Moreover, from the latter one can deduce simulation algorithms for specific unbounded Lebesgue densities on R(n(n+1)/2).

Item Type:	Article
Uncontrolled Keywords:	;
Depositing User:	Dr. Gernot Deinzer
Last Modified:	19 Oct 2022 08:43
URI:	https://pred.uni-regensburg.de/id/eprint/54204

Actions (login required)

View Item