Stochastic Models, Information Theory, and Lie Groups, Volume 1

Unique work: the only book to use tools and concepts from several mathematical areas usually treated in separate books—stochastic processes, information theory, and Lie theory—thereby building bridges between topics rarely studied by the same individuals. Extensive exercises Concrete presentation makes it easy for readers to obtain numerical solutions for their own problems Numerous examples used to motivate concepts with an emphasis on modeling physical phenomena Suitable as a textbook for advanced undergraduate and graduate courses in applied stochastic processes or differential geometry For a broad audience of advanced undergraduate and graduate students, researchers, and practitioners in applied mathematics, the physical sciences, and engineering Includes supplementary material: sn. pub/extras