The book is conceived as a text accompanying the traditional
graduate courses on probability theory. An important feature of
this enlarged version is the emphasis on algebraic-topological
aspects leading to a wider and deeper understanding of basic
theorems such as those on the structure of continuous convolution
semigroups and the corresponding processes with independent
increments. Fourier transformation - the method applied within the
settings of Banach spaces, locally compact Abelian groups and
commutative hypergroups - is given an in-depth discussion. This
powerful analytic tool along with the relevant facts of harmonic
analysis make it possible to study certain properties of stochastic
processes in dependence of the algebraic-topological structure of
their state spaces. In extension of the first edition, the new
edition contains chapters on the probability theory of generalized
convolution structures such as polynomial and Sturm-Liouville
hypergroups, and on the central limit problem for groups such as
tori, p-adic groups and solenoids.
General
Imprint: |
World Scientific Publishing Co Pte Ltd
|
Country of origin: |
Singapore |
Series: |
Series On Multivariate Analysis, 8 |
Release date: |
September 2009 |
First published: |
September 2009 |
Authors: |
Herbert Heyer
|
Dimensions: |
234 x 161 x 29mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
424 |
Edition: |
2nd enlarged ed |
ISBN-13: |
978-981-4282-48-2 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
981-4282-48-0 |
Barcode: |
9789814282482 |
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