Stochastic Models, Information Theory, and Lie Groups, Volume 1: Classical Results and Geometric Methods (2009): Classical Results and Geometric Methods

Stochastic Models, Information Theory, and Lie Groups, Volume 1: Classical Results and Geometric Methods (2009): Classical Results and Geometric MethodsThe 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