Metric Characterization of Random Variables and Random Processes is popular PDF and ePub book, written by Valeriĭ Vladimirovich Buldygin in 2000-01-01, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Metric Characterization of Random Variables and Random Processes can be Read Online from any device for your convenience.
Metric Characterization of Random Variables and Random Processes Book PDF Summary
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 stochastic processes. The concluding sections, ``Comments'' and ``References'', gives references to the literature used by the authors in writing the book.
Detail Book of Metric Characterization of Random Variables and Random Processes PDF
- Author : Valeriĭ Vladimirovich Buldygin
- Release : 01 January 2000
- Publisher : American Mathematical Soc.
- ISBN : 0821805339
- Genre : Mathematics
- Total Page : 257 pages
- Language : English
- PDF File Size : 15,8 Mb
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