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 individuals. 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.
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