Stochastic models, information theory, and lie groups

Resource Information

The work Stochastic models, information theory, and lie groups represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.

Label

Stochastic models, information theory, and lie groups

Statement of responsibility

Gregory S. Chirikjian

Creator

• Chirikjian, Gregory S

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

• Problems, exercises, etc
• Problems and exercises

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

• Applied and numerical harmonic analysis

Cataloging source

GW5XE

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