Probability on Compact Lie Groups (Probability Theory and Stochastic Modelling) by David Applebaum and Herbert Heyer
English | 2014 | ISBN: 3319078410, 3319078437 | 217 pages | PDF | 2,4 MB
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing).