Coverart for item
The Resource Stochastic models, information theory, and lie groups, Gregory S. Chirikjian

Stochastic models, information theory, and lie groups, Gregory S. Chirikjian

Label
Stochastic models, information theory, and lie groups
Title
Stochastic models, information theory, and lie groups
Statement of responsibility
Gregory S. Chirikjian
Creator
Subject
Genre
Language
eng
Summary
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. Volume 1 establishes the geometric and statistical foundations required to understand the fundamentals of continuous-time stochastic processes, differential geometry, and the probabilistic foundations of information theory. Volume 2 delves deeper into relationships between these topics, including stochastic geometry, geometric aspects of the theory of communications and coding, multivariate statistical analysis, and error propagation on Lie groups. Key features and topics of Volume 1: * The author reviews stochastic processes and basic differential geometry in an accessible way for applied mathematicians, scientists, and engineers. * Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry. * The concept of Lie groups as continuous sets of symmetry operations is introduced. * The Fokker-Planck Equation for diffusion processes in Euclidean space and on differentiable manifolds is derived in a way that can be understood by nonspecialists. * The concrete presentation style makes it easy for readers to obtain numerical solutions for their own problems; the emphasis is on how to calculate quantities rather than how to prove theorems. * A self-contained appendix provides a comprehensive review of concepts from linear algebra, multivariate calculus, and systems of ordinary differential equations. 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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Chirikjian, Gregory S
Dewey number
515.2433
Illustrations
illustrations
Index
index present
LC call number
QA403
LC item number
.C55 2009
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Applied and numerical harmonic analysis
http://library.link/vocab/subjectName
  • Harmonic analysis
  • Stochastic processes
  • Lie groups
  • Harmonic analysis
  • Stochastic processes
  • Lie groups
  • Harmonic analysis
  • Lie groups
  • Stochastic processes
  • Informationstheorie
  • Lie-Gruppe
  • Physikalisches System
  • Stochastisches Modell
  • Stochastischer Prozess
Label
Stochastic models, information theory, and lie groups, Gregory S. Chirikjian
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
mixed
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
v. 1. Classical results and geometric methods -- v. 2. Analystic methods and modern applications
Control code
656394065
Dimensions
unknown
Extent
1 online resource
Form of item
online
Isbn
9780817648039
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-0-8176-4802-2
Specific material designation
remote
System control number
(OCoLC)656394065
Label
Stochastic models, information theory, and lie groups, Gregory S. Chirikjian
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
mixed
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
v. 1. Classical results and geometric methods -- v. 2. Analystic methods and modern applications
Control code
656394065
Dimensions
unknown
Extent
1 online resource
Form of item
online
Isbn
9780817648039
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-0-8176-4802-2
Specific material designation
remote
System control number
(OCoLC)656394065

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...