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Kniha Multidimensional Second Order Stochastic Processes Y. Kakihara

Multidimensional Second Order Stochastic Processes

Autor: Y. Kakihara
Jazyk: Angličtina
Vazba: Pevná
Vydavatel: World Scientific Publishing Co Pte Ltd
Dostupnost: 50 % šance
Prohledáme celý svět
2 120 Kč
This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic...

Informace o knize

Autor
Y. Kakihara
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
1997
Stránek
344
EAN
9789810230005
ISBN
9810230001
Enbook ID
05065692
Vydavatel
World Scientific Publishing Co Pte Ltd
Hmotnost
567

Kompletní popis

This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or times series. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, "V"-bounded, Cramer and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Readers may find that the covariance kernel analysis is emphasized and it reveals another aspect of stochastic processes. This book is intended not only for probabilists and statisticians, but also for communication engineers.

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