Stochastic models, information theory, and Lie groups. Volume I: Classical results and geometric methods

DOI10.1007/978-0-8176-4803-9zbMATH Open1182.60001OpenAlexW2495681058MaRDI QIDQ1018982FDOQ1018982

Authors Gregory S. Chirikjian

Publication date 26 May 2009

Published in Applied and Numerical Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-4803-9

zbMATH Keywords

information theorydifferential geometrystochastic processStochastic models

Mathematics Subject Classification ID

Information theory (general) (94A15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) Lie groups (22Exx)

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Cited in

(26)

• Pre-asymptotic dispersion of active particles through a vertical pipe: the origin of hydrodynamic focusing
• Discrete spectra of convolutions of compactly supported functions on \(\mathrm{SE}(2)\) using Sturm-Liouville theory
• A Riemannian steepest descent approach over the inhomogeneous symplectic group: application to the averaging of linear optical systems
• Noise and dissipation on coadjoint orbits
• Fourier-Zernike series of compactly supported convolutions on \(\mathrm{SE}(2)\)
• A Brownian-Markov stochastic model for cart-like wheeled mobile robots
• Nonlinear observer for distributed parameter systems described by decoupled advection equations
• Stochastic models, information theory, and Lie groups. II: Analytic methods and modern applications
• Morphological and linear scale spaces for fiber enhancement in DW-MRI
• Kolmogoroff-Nagumo mean over the affine symplectic group of matrices
• Discrete-time estimation of nonlinear continuous-time stochastic systems
• Fourier-Zernike series of convolutions on disks
• Analytical solutions for reactive shear dispersion with boundary adsorption and desorption
• Bootstrapping globally optimal variational calculus solutions
• A passive model for the evolution of subgrid-scale instabilities in turbulent flow regimes
• Closed-form characterization of the Minkowski sum and difference of two ellipsoids
• Higher strong order methods for linear Itô SDEs on matrix Lie groups
• Asymptotic properties of maximum likelihood estimation: parameterized diffusion in a manifold
• A 3D vortex formed by trajectories of the Navier-Stokes equation
• PRICING DERIVATIVES IN HERMITE MARKETS
• On a connection between information and group lattices
• Information-flux method: a meshfree maximum-entropy Petrov-Galerkin method including stabilised finite element methods
• Stochastic neural field theory of wandering bumps on a sphere
• Differential geometry and stochastic dynamics with deep learning numerics
• Fourier–Bessel series of compactly supported convolutions on disks
• Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds

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