Stochastic Models, Information Theory, and Lie Groups, Volume 1: Classical Results and Geometric Methods

TheAppliedandNumericalHarmonicAnalysis(ANHA)bookseriesaimstoprovidethe engineering, mathematical, and scienti?c communities with signi?cant developments in harmonic analysis, ranging from abstract harmonic analysis to basic applications. The title of the series re?ects the importance of applications [...]
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TheAppliedandNumericalHarmonicAnalysis(ANHA)bookseriesaimstoprovidethe engineering, mathematical, and scienti?c communities with signi?cant developments in harmonic analysis, ranging from abstract harmonic analysis to basic applications. The title of the series re?ects the importance of applications and numerical implementation, but richness and relevance of applications and implementation depend fundamentally on the structure and depth of theoretical underpinnings. Thus, from our point of view, the interleaving of theory and applications and their creative symbiotic evolution is axiomatic. Harmonic analysis is a wellspring of ideas and applicability that has ?ourished, - veloped, and deepened over time within many disciplines and by means of creative cross-fertilization with diverse areas. The intricate and fundamental relationship - tween harmonic analysis and ?elds such as signal processing, partial di?erential eq- tions (PDEs), and image processing is re?ected in our state-of-the-art ANHA series. Ourvisionofmodernharmonicanalysisincludesmathematicalareassuchaswavelet theory, Banach algebras, classical Fourier analysis, time-frequency analysis, and fractal geometry, as well as the diverse topics that impinge on them.