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Part of the book series: Progress in Probability ((PRPR,volume 26))

Abstract

Using the Elworthy—Truman “elementary” formula we obtain exact and explicit formulae for the heat kernel on Lie groups and their dual symmetric spaces. We analyze also the case of nilpotent Lie groups and by means of a faithful representation we obtain for the heat kernel, associated with the Laplace—Beltrami, a recursion formula on the dimension of the representation.

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References

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© 1991 Springer Science+Business Media New York

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Arede, M.T. (1991). Heat Kernels on Lie Groups. In: Cruzeiro, A.B., Zambrini, J.C. (eds) Stochastic Analysis and Applications. Progress in Probability, vol 26. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0447-3_4

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  • DOI: https://doi.org/10.1007/978-1-4612-0447-3_4

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6764-5

  • Online ISBN: 978-1-4612-0447-3

  • eBook Packages: Springer Book Archive

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