Group Representations in Probability and Statistics (Lecture Notes Vol 11) by Persi Diaconis (PDF)

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Book by Diaconis, Persi

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Reviews from Amazon users which were colected at the time this book was published on the website:

⭐This text has become the standard introduction to random walks on groups. Since there are very few, if any, pedagogical review papers or book-length introductions to the subject, this text remains essential reading, despite its age. Another option, in a somewhat different vein, is the book by A. Terras, “Fourier Analysis on Finite Groups and Applications” (CUP, 1999).The book by Diaconis explores both the pure probabilistic and the statistical, data testing and modeling side of the subject, although it is clearly leaned more towards the probabilistic end. The reader should bear in mind that the contents of this book cannot be truly grasped without previous knowledge of some group theory and the theory of Markov chains. Diaconis recommends the first part of J.-P. Serre’s “Linear Representations of Finite Groups” as co-requisite; a more elementary alternative is the book by B. Steinberg, “Representation Theory of Finite Groups” (although now I appreciate Diaconis’ recommendation better).The book is freely available to download from the Project Euclid pages, so you do not need to purchase it anymore.

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