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TRANSLATIONS OF MATHEMATICAL MONOGRAPHS VOLUME 188 METRIC CHARACTERIZATION OF RANDOM VARIABLES AND RANDOM PROCESSES by Buldygin, Valeriĭ Vladimirovich; Kozachenko, I︠U︡. V is a nonfiction available to read on EtoBox.

What is TRANSLATIONS OF MATHEMATICAL MONOGRAPHS VOLUME 188 METRIC CHARACTERIZATION OF RANDOM VARIABLES AND RANDOM PROCESSES about?

The topic covered in this book is 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 increments, belong to given spaces. The following processes appear in detail: 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, etc. The book consists of eight chapters divided into four parts: The first part deals with classes of random variables and their metric characteristics. The second part presents properties of stochastic processes ``imbedded'' into a space of random variables discussed in the first part. The third part considers applications of the general theory. The fourth part outlines the necessary auxiliary material. Problems and solutions presented show the intrinsic relation existing between probability methods, analytic methods, and functional methods in the theory of

Who reads TRANSLATIONS OF MATHEMATICAL MONOGRAPHS VOLUME 188 METRIC CHARACTERIZATION OF RANDOM VARIABLES AND RANDOM PROCESSES?

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Common subject areas: history, science, philosophy, social sciences.

Author
Buldygin, Valeriĭ Vladimirovich; Kozachenko, I︠U︡. V
Publisher
American Mathematical Society
Published
2000
Language
EN
ISBN
9780821805336
Category
nonfiction
Subjects
Mathematics, Stem

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