STRUCTURAL ASPECTS IN THE THEORY OF PROBABILITY 2nd Edition

STRUCTURAL ASPECTS IN THE THEORY OF PROBABILITY 2nd Edition book cover

STRUCTURAL ASPECTS IN THE THEORY OF PROBABILITY 2nd Edition

Author(s): Heyer Herbert (Author)

  • Publisher: World Scientific Pub Co Inc
  • Publication Date: September 14, 2009
  • Edition: 2nd
  • Language: English
  • Print length: 412 pages
  • ISBN-10: 9814282480
  • ISBN-13: 9789814282482

Book Description

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.

Editorial Reviews

From the Back Cover

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 SturmLiouville hypergroups, and on the central limit problem for groups such as tori, p-adic groups and solenoids.

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