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 physical phenomena.
Volume 2 builds on the fundamentals presented in Volume 1, delving deeper into relationships among shastic geometry, geometric aspects of the theory of communications and coding, multivariate statistical analysis, and error propagation on Lie groups. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied shastic processes or differential geometry.
Shastic 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.