Stochastic Models, Information Theory, and Lie Groups, Volume 1 Classical Results and Geometric Methods /

• Main Author: Chirikjian, Gregory S. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston : Birkhäuser Boston, 2009.
• Series: Applied and Numerical Harmonic Analysis
• Subjects: Mathematics.; Topological groups.; Lie groups.; Functions of complex variables.; Applied mathematics.; Engineering mathematics.; Differential geometry.; Probabilities.; Probability Theory and Stochastic Processes.; Functions of a Complex Variable.; Applications of Mathematics.; Appl.Mathematics/Computational Methods of Engineering.; Differential Geometry.; Topological Groups, Lie Groups.

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 excellen...

Table of Contents:

• 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.