Gaussian Processes: No.120 - Rilegato

Hida, Takeyuki; Hitsuda, Masuyuki

Rilegato

ISBN 10: 0821845683 ISBN 13: 9780821845684

Casa editrice: Amer Mathematical Society, 1993

Riassunto

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 equivalence problems of Gaussian processes are clearly presented. The authors' approach is unique, involving causality in time evolution and information-theoretic aspects. Because the book is self-contained and only requires background in the fundamentals of probability theory and measure theory, it would be suitable as a textbook at the senior undergraduate or graduate level.

Dettagli dell'edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 1993
• Lingua: Inglese
• ISBN 10: 0821845683
• ISBN 13: 9780821845684
• Rilegatura: Copertina rigida
• Numero di pagine: 183
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile