Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

What is the definition guided us to generate levy process from Lie Group? And How? And what is the generator? i found diff(exp(A Group))

and i only know the fundamental about the exponential of group

A := matrix([[1,0],[0,1]])
B := t*A;
M := exponential(B);
Mt := transpose(M);
share|improve this question
Do you, maybe, want to find Lie algebra of the Lie group, not the Levy process ? Please clarify your question –  Sasha Oct 7 '11 at 14:32
i want to know how to generate levy process from Lie Group, as there are m*n elements in a matrix, after differentiate, which one is levy process? –  M-Askman Oct 7 '11 at 23:15
Except less than infinity, what are the other properties of levy process hold? –  M-Askman Oct 7 '11 at 23:35
add comment

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.