Chirikjian Stochastic Models, Information Theory, and Lie Groups, Volume 1

Classical Results and Geometric Methods
Erscheinungsjahr 2009
ISBN: 978-0-8176-4803-9
Verlag: Birkhäuser Boston
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 383 Seiten, Web PDF

Reihe: Mathematics and Statistics

The subjects of stochastic processes, information theory, and Lie groups are usually treated separately from each other. This unique two-volume set presents these topics in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena.

S tochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.

Zielgruppe

Graduate

Autoren/Hrsg.

Chirikjian, Gregory S.

Inhaltsverzeichnis

Gaussian Distributions and the Heat Equation.- Probability and Information Theory.- Stochastic Differential Equations.- Geometry of Curves and Surfaces.- Differential Forms.- Polytopes and Manifolds.- Stochastic Processes on Manifolds.- Summary.