Articoli correlati a Metric Characterization of Random Variables and Random...

Metric Characterization of Random Variables and Random Processes - Rilegato

Buldygin, Valery V.; Kozachenko Yu V.; Kozachenko, Iu. V.

 
9780821805336: Metric Characterization of Random Variables and Random Processes

Sinossi

This translation of a publication that first appeared in Russian in 1998, addresses the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or whose increments, belong to given spaces. The spaces of random variables considered in this book contains both general K o-spaces or Orlicz spaces and their subspaces of special form. Processes that are considered in detail include pre-Gaussian processes, shot noise processes representable as integrals over processes with independent increments, quadratically Gaussian processes and, in particular, correlogram-type estimates of the correlation function of a stationary Gaussian process, jointly strictly sub-Gaussian processes, and other matters. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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