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Beskrivning
Tools and methods from stochastic processes, information theory, and Lie groups are used in a wide variety of problems in engineering and the physical sciences. Featuring extensive exercises and applications, this two-volume set presents these topics in a uniquely unified setting.
Gaussian Distributions and the Heat Equation.- Probability and Information Theory.- Stochastic Differential Equations.- Geometry of Curves and Surfaces.- Differential Forms.- Polytopes and Manifolds.- Stochastic Processes on Manifolds.- Summary.