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.

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.

Unique work: the only book to use tools and concepts from several mathematical areas usually treated in separate booksstochastic processes, information theory, and Lie theorythereby 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

Inhalt
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.