Author: Gregory S. Chirikjian
Publisher: Springer Science & Business Media
ISBN: 0817648038
Category : Mathematics
Languages : en
Pages : 397
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Book Description
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.
Author:
Publisher: Springer
ISBN: 9780817672508
Category :
Languages : en
Pages :
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Book Description
Author: Gregory S. Chirikjian
Publisher: Springer Science & Business Media
ISBN: 0817649441
Category : Mathematics
Languages : en
Pages : 461
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Book Description
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, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Author: Gregory S. Chirikjian
Publisher:
ISBN:
Category : Harmonic analysis
Languages : en
Pages : 0
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Book Description
Author: Gregory S. Chirikjian
Publisher: Birkhäuser
ISBN: 9780817648022
Category : Mathematics
Languages : en
Pages : 383
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Book Description
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.
Author: Gregory S. Chirikjian
Publisher: Springer Science & Business Media
ISBN: 0817649433
Category : Mathematics
Languages : en
Pages : 460
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Book Description
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, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Author:
Publisher:
ISBN: 9780817649494
Category :
Languages : en
Pages : 464
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Book Description
Author: Anders Lindquist
Publisher: Springer
ISBN: 3662457504
Category : Science
Languages : en
Pages : 781
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Book Description
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
Author: Predrag Cvitanović
Publisher: Princeton University Press
ISBN: 0691202982
Category : Mathematics
Languages : en
Pages : 278
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Book Description
If classical Lie groups preserve bilinear vector norms, what Lie groups preserve trilinear, quadrilinear, and higher order invariants? Answering this question from a fresh and original perspective, Predrag Cvitanovic takes the reader on the amazing, four-thousand-diagram journey through the theory of Lie groups. This book is the first to systematically develop, explain, and apply diagrammatic projection operators to construct all semi-simple Lie algebras, both classical and exceptional. The invariant tensors are presented in a somewhat unconventional, but in recent years widely used, "birdtracks" notation inspired by the Feynman diagrams of quantum field theory. Notably, invariant tensor diagrams replace algebraic reasoning in carrying out all group-theoretic computations. The diagrammatic approach is particularly effective in evaluating complicated coefficients and group weights, and revealing symmetries hidden by conventional algebraic or index notations. The book covers most topics needed in applications from this new perspective: permutations, Young projection operators, spinorial representations, Casimir operators, and Dynkin indices. Beyond this well-traveled territory, more exotic vistas open up, such as "negative dimensional" relations between various groups and their representations. The most intriguing result of classifying primitive invariants is the emergence of all exceptional Lie groups in a single family, and the attendant pattern of exceptional and classical Lie groups, the so-called Magic Triangle. Written in a lively and personable style, the book is aimed at researchers and graduate students in theoretical physics and mathematics.
Author: Arnold I. Davidson
Publisher: Oxford University Press
ISBN: 0198774036
Category : Business & Economics
Languages : en
Pages : 562
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Book Description
This major new econometrics text surveys recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. Designed for econometricians and advanced students with limited mathematical training, the book clearly lays out the necessary math and probability theory and uses numerous examples to make its data useful and comprehensible. It also includes original new material from Davidson's own research on central limit theorems. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
