Structural Aspects in the Theory of Probability, Second Edition (Series on Multivariate Analysis)
Herbert Heyer
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.
श्रेणियाँ:
साल:
2010
संस्करण:
2 Enlarged
प्रकाशन:
World Scientific Publishing Co. Pte. Ltd.
भाषा:
english
पृष्ठ:
421
ISBN 10:
9814282480
फ़ाइल:
PDF, 1.93 MB
IPFS:
,
english, 2010