Stochastic Models, Information Theory, and Lie Groups, Volume 2: Analytic Methods and Modern Applications

The subjects of shastic 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 shastic, geometric, and group-theoretic concepts in the modeling of phys...