STRUCTURAL ASPECTS IN THE THEORY OF PROBABILITY: A PRIMER IN PROBABILITIES ON ALGEBRAIC - TOPOLOGICAL STRUCTURES (Multivariate Analysis) - Hardcover

Heyer, Herbert

Hardcover

ISBN 10: 9812389377 ISBN 13: 9789812389374

Publisher: World Scientific Publishing Company, 2004

Synopsis

This book focuses on the algebraic-topological aspects of probability theory, 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. The method applied within the setting of Banach spaces and of locally compact Abelian groups is that of the Fourier transform. This analytic tool along with the relevant parts of harmonic analysis makes it possible to study certain properties of stochastic processes in dependence of the algebraic-topological structure of their state spaces. Graduate students, lecturers and researchers may use the book as a primer in the theory of probability measures on groups and related structures.This book has been selected for coverage in: - CC / Physical, Chemical & Earth Sciences- Index to Scientific Book Contents(R) (ISBC)

About this title

Review

...well-written, practically self-contained. -- Zentralblatt MATH

Well organized and very readable. -- Mathematical Reviews

Edition details

• Publisher: World Scientific Publishing Company
• Publication date: 2004
• ISBN 10: 9812389377
• ISBN 13: 9789812389374
• Binding: Hardcover
• Language: English
• Number of pages: 400