Contains contributions on results in infinite dimensional harmonic analysis and its applications to probability theory. This book deals with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish-Chandra modules. It also discusses stochastic processes, in particular Levy processes.

Recent Developments on Harmonic Forms and L2-Betti Numbers of Infinite Configuration Spaces with Poisson Measures (S Albeverio & A Daletsukii) Une Reciprocite de Frobenius (H Fujiwara) Markov Property of Monotone Levy Processes (U Franz & N Muraki) Geometric Properties of the Set of Extensions of a Stochastic Matrix (R Gohm) Heat Kernel Analysis on Infinite Dimensional Groups (M Gordina) On Infinite Divisibility and Embedding of Probability Measures on a Locally Compact Abelian Group (H Heyer & G Pap) White Noise Analysis, Filtering Equation and the Index Theorem for Families (R Leandre) Admissible White Noise Operators and Their Quantum White Noise Derivatives (U C Ji & N Obata) PDE Approach to Invariant and Gibbs Measures with Applications (M Rockner) An Infinite Dimensional Laplacian Acting on Multiple Wiener Integrals by Some Levy Process (K Saito) Levy Processes on Deformations of Hopf Algebras (M Schurmann) An Application of the Method of Moments in Random Matrix Theory (M Stolz) and other papers