Gaussian processes — Scriptorium Liberum

Gaussian Processes

✍ Takeyuki Hida and Masuyuki Hitsuda 📂 Library 📅 1993 🏛 American Mathematical Society 🌐 English

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 equivalenc

Gaussian Random Processes

📁 Gaussian Random Processes

✍ I.A. Ibragimov, Y.A. Rozanov, A.B. Aries 📂 Library 📅 1978 🏛 Springer 🌐 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

📁 Gaussian Random Processes

✍ I. A. Ibragimov, Y. A. Rozanov (auth.) 📂 Library 📅 1978 🏛 Springer-Verlag New York 🌐 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

📁 Lectures on Gaussian Processes

✍ Mikhail Lifshits (auth.) 📂 Library 📅 2012 🏛 Springer-Verlag Berlin Heidelberg 🌐 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

📁 Lectures on Gaussian Processes

✍ Mikhail Lifshits (auth.) 📂 Library 📅 2012 🏛 Springer-Verlag Berlin Heidelberg 🌐 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

📁 Lectures on Gaussian Processes

✍ Mikhail Lifshits (auth.) 📂 Library 📅 2012 🏛 Springer-Verlag Berlin Heidelberg 🌐 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