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

Classical Results and Geometric Methods
Buch | Hardcover
383 Seiten
2009 | 2009 ed.
Birkhauser Boston Inc (Verlag)
978-0-8176-4802-2 (ISBN)
96,29 inkl. MwSt
Tools and methods from stochastic processes, information theory, and Lie groups are used in a wide variety of problems in engineering and the physical sciences. Featuring extensive exercises and applications, this two-volume set presents these topics in a uniquely unified setting.
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups 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. Stochastic 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.

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.

Erscheint lt. Verlag 15.9.2009
Reihe/Serie Applied and Numerical Harmonic Analysis
Zusatzinfo 13 Illustrations, black and white; XXII, 383 p. 13 illus.
Verlagsort Secaucus
Sprache englisch
Maße 178 x 254 mm
Themenwelt Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 0-8176-4802-X / 081764802X
ISBN-13 978-0-8176-4802-2 / 9780817648022
Zustand Neuware
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