Structural Aspects In The Theory Of Probability (2nd Enlarged Edition) Hardback
Part of the Series On Multivariate Analysis series
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.
- Format: Hardback
- Pages: 424 pages
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication Date: 04/09/2009
- Category: Probability & statistics
- ISBN: 9789814282482