Classical book on random measures
Random And Vector Measures
β Scribed by Rao M.M.
- Publisher
- World Scientific
- Year
- 2011
- Tongue
- English
- Leaves
- 548
- Series
- Series on multivariate analysis, v. 9
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra. A well balanced approach to discussing the mathematical theory and applications to problems in other areas is an attractive feature of the book. It can be used as a textbook in courses on matrix algebra for statisticians, econometricians and mathematicians as well. Some of the new developments of linear models are give in some detail using results of matrix algebra 1. Introduction and motivation -- 2. Second order random measures and representations -- 3. Random measures admitting controls -- 4. Random measures in Hilbert space: specialized analysis -- 5. More on random measures and integrals -- 6. Martingale type measures and their integrals -- 7. Multiple random measures and integrals -- 8. Vector measures and integrals -- 9. Random and vector multimeasures
π SIMILAR VOLUMES
Sam embarks on a new time-hopping adventure that transforms him into a part-Native American bartender even as Al, back home, copes with the reappearance of one of his wives.
<p>Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation.Β The three large final c