Gaussian processes
โ Takeyuki Hida; Masuyuki Hitsuda
๐ Library
๐
1993
๐ American Mathematical Society
๐ English
โฆ LIBER โฆ
๐
Gaussian Processes
โ Scribed by Takeyuki Hida and Masuyuki Hitsuda
- Publisher
- American Mathematical Society
- Year
- 1993
- Tongue
- English
- Leaves
- 203
- Series
- Translations of Mathematical Monographs 120
- Category
- Library
โฌ Acquire This Volume
No coin nor oath required. For personal study only.
โฆ Synopsis
Aimed at students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation (or its innovation process). Multiple Markov properties of a Gaussian process and equivalence problems of Gaussian processes are clearly presented. The authors' approach is unique, involving causality in time evolution and information-theoretic aspects. Because the book is self-contained and only requires background in the fundamentals of probability theory and measure theory, it would be suitable as a textbook at the senior undergraduate or graduate level.
๐ SIMILAR VOLUMES
Gaussian Random Processes
โ I.A. Ibragimov, Y.A. Rozanov, A.B. Aries
๐ Library
๐
1978
๐ Springer
๐ English
The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of
Gaussian Random Processes
โ I. A. Ibragimov, Y. A. Rozanov (auth.)
๐ Library
๐
1978
๐ Springer-Verlag New York
๐ English
<p>The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the
Lectures on Gaussian Processes
โ Mikhail Lifshits (auth.)
๐ Library
๐
2012
๐ Springer-Verlag Berlin Heidelberg
๐ English
<p>Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Trans
Lectures on Gaussian Processes
โ Mikhail Lifshits (auth.)
๐ Library
๐
2012
๐ Springer-Verlag Berlin Heidelberg
๐ English
<p>Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Trans
Lectures on Gaussian Processes
โ Mikhail Lifshits (auth.)
๐ Library
๐
2012
๐ Springer-Verlag Berlin Heidelberg
๐ English
<p>Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Trans