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About this product
- DescriptionThe 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 polymial and Sturm-Liouville hypergroups, and on the central limit problem for groups such as tori, p-adic groups and soleids.
- Author(s)Herbert Heyer
- PublisherWorld Scientific Publishing Co Pte Ltd
- Date of Publication04/09/2009
- Series TitleSeries on Multivariate Analysis
- Series Part/Volume Numberv. 8
- Place of PublicationSingapore
- Country of PublicationSingapore
- ImprintWorld Scientific Publishing Co Pte Ltd
- Edition Statement2nd enlarged ed
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