A self-contained and elementary presentation of Lie group theory, with numerous exercises and worked examples ideal for a graduate course.A self-contained and elementary presentation of Lie group theory, concentrating on analysis on Lie groups. The author describes in detail many interesting examples with topics ranging from Haar measure to harmonic functions. With numerous exercises and worked examples, it's ideal for a graduate course on analysis on Lie groups.A self-contained and elementary presentation of Lie group theory, concentrating on analysis on Lie groups. The author describes in detail many interesting examples with topics ranging from Haar measure to harmonic functions. With numerous exercises and worked examples, it's ideal for a graduate course on analysis on Lie groups.This self-contained text concentrates on the perspective of analysis, assuming only elementary knowledge of linear algebra and basic differential calculus. The author describes, in detail, many interesting examples, including formulas which have not previously appeared in book form. Topics covered include the Haar measure and invariant integration, spherical harmonics, Fourier analysis and the heat equation, Poisson kernel, the Laplace equation and harmonic functions. Perfect for advanced undergraduates and graduates in geometric analysis, harmonic analysis and representation theory, the tools developed will also be useful for specialists in stochastic calculation and the statisticians. With numerous exercises and worked examples, the text is ideal for a graduate course on analysis on Lie groups.Preface; 1. The linear group; 2. The exponential map; 3. Linear Lie groups; 4. Lie algebras; 5. Haar measure; 6. Representations of compact groups; 7. The groups SU(2) and SO(3), Haar measure; 8. Analysis on the group SU(2); 9. Analysis on the sphere; 10. Analysis on the spaces of symmetric and Hermitian matrices; 11. Irreducible representations of the unitary group; 12. Analysis on the unitaryls(