This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular L?vy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach, which the authors call the Merton-Black-Scholes t
Non-Gaussian Statistical Communication Theory
β Scribed by David Middleton(auth.)
- Tongue
- English
- Leaves
- 652
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Content:
Chapter 1 Reception as a Statistical Decision Problem (pages 15β76):
Chapter 2 SpaceβTime Covariances and Wave Number Frequency Spectra: I. Noise and Signals with Continuous and Discrete Sampling (pages 77β140):
Chapter 3 Optimum Detection, SpaceβTime Matched Filters, and Beam Forming in Gaussian Noise Fields (pages 141β237):
Chapter 4 Multiple Alternative Detection (pages 239β270):
Chapter 5 Bayes Extraction Systems: Signal Estimation and Analysis, p(H1) = 1 (pages 271β306):
Chapter 6 Joint Detection and Estimation, p(H1) ? 11: I. Foundations (pages 307β380):
Chapter 7 Joint Detection and Estimation under Uncertainty, pk(H1) < 1. II. Multiple Hypotheses and Sequential Observations (pages 381β433):
Chapter 8 The Canonical Channel I: Scalar Field Propagation in a Deterministic Medium (pages 435β538):
Chapter 9 The Canonical Channel II: Scattering in Random Media; βClassicalβ Operator Solutions (pages 539β600):
π SIMILAR VOLUMES
not for the ordinary practitioner. requires great mathematical maturity but if one can stand the challenge, it will open the eyes of the readers to newer and more interesting models in mathematical finance. it is too early to start developing applications since numerical techniques for levy processe
<div>Part I of the book reformulates the entire problem of statistical spectral analysis in terms of time averages instead of the traditional but more abstract ensemble averages.</div><div></div><div>Part II builds on this theory and methodology by extending and generalizing it from statistically st