The subjects of stochastic processes, information theory, and Lie groups are usually treated separately from each other. This unique two-volume set presents these topics in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena.
Applied and Numerical Harmonic Analysis Series Editor John J. Benedetto University of Maryland College Park, MD, USA Editorial Advisory Board Akram Aldroubi Vanderbilt University Nashville, TN, USA
Jelena Kovaˇcevi´c Carnegie Mellon University Pittsburgh, PA, USA
Andrea Bertozzi University of California Los Angeles, CA, USA
Gitta Kutyniok Technische Universität Berlin Berlin, Germany
Douglas Cochran Arizona State University Phoenix, AZ, USA
Mauro Maggioni Duke University Durham, NC, USA
Hans G. Feichtinger University of Vienna Vienna, Austria
Zuowei Shen National University of Singapore Singapore
Christopher Heil Georgia Institute of Technology Atlanta, GA, USA
Thomas Strohmer University of California Davis, CA, USA
Stéphane Jaffard University of Paris XII Paris, France
Yang Wang Michigan State University East Lansing, MI, USA
Gregory S. Chirikjian
Stochastic Models, Information Theory, and Lie Groups, Volume 2 Analytic Methods and Modern Applications
Gregory S. Chirikjian Department of Mechanical Engineering The Johns Hopkins University Baltimore, MD 21218-2682 USA
[email protected]
ISBN 978-0-8176-4943-2 e-ISBN 978-0-8176-4944-9 DOI 10.1007/978-0-8176-4944-9 Springer New York Dordrecht Heidelberg London Library of Congress Control Number: 2011941792 Mathematics Subject Classification (2010): 22E60, 53Bxx, 53C65, 58A15, 58J65, 60D05, 60H10, 70G45, 82C31, 94A15, 94A17 © Springer Science+Business Media, LLC 2012 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Birkhäuser Boston, c/o Springer Science+Business Media, LLC, 233 Springer Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. Printed on acid-free paper
Springer is part of Springer Science+Business Media (www.birkhauser-science.com)
To my family
ANHA Series Preface
The Applied and Numerical Ha