Lie Groups And Compact Groups

Blending algebra, analysis, and topology, the study of compact Lie groups is one of the most beautiful areas of mathematics and a key stepping stone to the theory of general Lie groups. Assuming no prior knowledge of Lie groups, this book covers the structure and representation theory of compact Lie groups. Coverage includes the construction of the Spin groups, Schur Orthogonality, the Peter-Weyl Theorem, the Plancherel Theorem, the Maximal Torus Theorem, the Commutator Theorem, the Weyl Integration and Character Formulas, the Highest Weight Classification, and the Borel-Weil Theorem. The book develops the necessary Lie algebra theory with a streamlined approach focusing on linear Lie groups.

Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing).

In 1900, David Hilbert asked whether each locally euclidean topological group admits a Lie group structure. This was the fifth of his famous 23 questions which foreshadowed much of the mathematical creativity of the twentieth century. It required half a century of effort by several generations of eminent mathematicians until it was settled in the affirmative. These efforts resulted over time in the Peter-Weyl Theorem, the Pontryagin-van Kampen Duality Theorem for locally compact abelian groups, and finally the solution of Hilbert 5 and the structure theory of locally compact groups, through the combined work of Andrew Gleason, Kenkichi Iwasawa, Deane Montgomery, and Leon Zippin. For a presentation of Hilbert 5 see the 2014 book "Hilbert's Fifth Problem and Related Topics" by the winner of a 2006 Fields Medal and 2014 Breakthrough Prize in Mathematics, Terence Tao.