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Structural Aspects in the Theory ...(V8) by Heyer Herbert

Structural Aspects in the Theory ...(V8)

by Heyer Herbert
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Book cover type: Hardcover
  • ISBN13: 9789814282482
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 424
  • Original Price: USD 153.0
  • Language: English
  • Edition: Enlarged
  • Item Weight: 749 grams
  • BISAC Subject(s): Finance / General

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.

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