Markov Processes Applied to Control, Replacement, and Signal Analysis.

Abstract

The top Lyapunov exponent of a system of stochastic differential equations was investigated. Brownian motion paths on a Riemannian manifold were discussed and several theoretical results were obtained. A new asymptotic formula for the volume of a small extrinsic ball in a submanifold was obtained. Finally, an invariance principle for Lie groups was obtained.

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Document Details

Document Type
Technical Report
Publication Date
Sep 30, 1987
Accession Number
ADA190563

Entities

People

  • Mark A. Pinsky

Organizations

  • Northwestern University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Series
  • Brownian Motion
  • Coefficients
  • Curvature
  • Differential Equations
  • Differential Geometry
  • Equations
  • Formulas (Mathematics)
  • Geometry
  • Invariance
  • Lie Groups
  • Mathematical Analysis
  • Noise
  • Particles
  • Perturbation Theory
  • Random Variables
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Graph Algorithms and Convex Optimization.
  • Statistical inference.