The Resource Stochastic models, information theory, and lie groups, Gregory S. Chirikjian
Stochastic models, information theory, and lie groups, Gregory S. Chirikjian
Resource Information
The item Stochastic models, information theory, and lie groups, Gregory S. Chirikjian represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Stochastic models, information theory, and lie groups, Gregory S. Chirikjian represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- 1 online resource
- Contents
-
- v. 1. Classical results and geometric methods
- v. 2. Analystic methods and modern applications
- Isbn
- 9780817648039
- Label
- Stochastic models, information theory, and lie groups
- Title
- Stochastic models, information theory, and lie groups
- Statement of responsibility
- Gregory S. Chirikjian
- Subject
-
- Harmonic analysis
- Harmonic analysis
- Harmonic analysis -- Problems, exercises, etc
- Informationstheorie
- Informationstheorie
- Lie groups
- Lie groups
- Lie groups
- Lie groups -- Problems, exercises, etc
- Lie-Gruppe
- Lie-Gruppe
- Physikalisches System
- Physikalisches System
- Problems and exercises
- Problems and exercises
- Stochastic processes
- Stochastic processes
- Stochastic processes
- Stochastic processes -- Problems, exercises, etc
- Stochastischer Prozess
- Stochastischer Prozess
- Stochastisches Modell
- Stochastisches Modell
- Harmonic analysis
- 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
- 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
- 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
- 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
Subject
- Harmonic analysis
- Harmonic analysis
- Harmonic analysis -- Problems, exercises, etc
- Informationstheorie
- Informationstheorie
- Lie groups
- Lie groups
- Lie groups
- Lie groups -- Problems, exercises, etc
- Lie-Gruppe
- Lie-Gruppe
- Physikalisches System
- Physikalisches System
- Problems and exercises
- Problems and exercises
- Stochastic processes
- Stochastic processes
- Stochastic processes
- Stochastic processes -- Problems, exercises, etc
- Stochastischer Prozess
- Stochastischer Prozess
- Stochastisches Modell
- Stochastisches Modell
- Harmonic analysis
Genre
Member of
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Stochastic-models-information-theory-and-lie/3t2Ft0DTM_U/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Stochastic-models-information-theory-and-lie/3t2Ft0DTM_U/">Stochastic models, information theory, and lie groups, Gregory S. Chirikjian</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
