Advanced Probability and Statistics : Applications to Physics and Engineering

This book surveys some of the important research work carried out by Indian scientists in the field of pure and applied probability, quantum probability, quantum scattering theory, group representation theory and general relativity.

It reviews the axiomatic foundations of probability theory by A.N. Kolmogorov and how the Indian school of probabilists and statisticians used this theory effectively to study a host of applied probability and statistics problems like parameter estimation, convergence of a sequence of probability distributions, and martingale characterization of diffusions.

It will be an important resource to students and researchers of Physics and Engineering, especially those working with Advanced Probability and Statistics.

Harish Parthasarathy received a B.Tech degree in Electrical Engineering from IIT Kanpur and gained his PhD degree in Signal Processing from IIT Delhi in 1994. He worked as a visiting fellow in the Indian Institute of Astro Physics, Bangalore, from 1993 to 1994. He has worked as a faculty member in the Electrical Engineering departments at IIT Bombay and IIT Kanpur. Currently, he is a professor in the Electronics and Communication Division in NSIT, Delhi. He teaches courses on Signal Processing Electromagnetics, transmission lines, wave guides & antennas and electives in quantum field theory, quantum robotics & quantum stochastic processes to undergraduate and postgraduate students. He has published over 70 papers in international journals and conferences and he has also published 12 books on a variety of topics in mathematical physics, signal processing and antenna theory.