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Structural Aspects in the Theory of Probability, Second Edition (Series on Multivariate Analysis) PDF

421 Pages·2010·1.928 MB·English
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by Herbert Heyer| 2010| 421 pages| 1.928| English

About Structural Aspects in the Theory of Probability, Second Edition (Series on Multivariate Analysis)

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.

Detailed Information

Author:Herbert Heyer
Publication Year:2010
ISBN:9789814282482
Pages:421
Language:English
File Size:1.928
Format:PDF
Price:FREE
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