Stochastic Analysis for Gaussian Random Processes and Fields, Mandrekar, Vidyadhar S.
Автор: Bovier Название: Gaussian Processes on Trees ISBN: 1107160499 ISBN-13(EAN): 9781107160491 Издательство: Cambridge Academ Рейтинг: Цена: 9346.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Branching Brownian motion is a key model at the crossroads of value statistics for Gaussian processes, statistical physics, and non-linear partial differential equations. This book gives a concise introduction for graduate students and researchers leading up to the most recent developments in this active area of research.
Автор: Marcus Название: Markov Processes, Gaussian Processes, and Local Times ISBN: 1107403758 ISBN-13(EAN): 9781107403758 Издательство: Cambridge Academ Рейтинг: Цена: 12038.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through `mini-courses` on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students.
Автор: Shaked, Moshe Название: Stable Non-Gaussian Random Processes ISBN: 0412051710 ISBN-13(EAN): 9780412051715 Издательство: Taylor&Francis Рейтинг: Цена: 29093.00 р. Наличие на складе: Поставка под заказ.
Автор: A.B. Aries; I.A. Ibragimov; Y.A. Rozanov Название: Gaussian Random Processes ISBN: 038790302X ISBN-13(EAN): 9780387903026 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book deals mainly with three problems involving Gaussian stationary processes. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.
Автор: Mandrekar Название: Stochastic Analysis For Gaussian Ra ISBN: 1498707815 ISBN-13(EAN): 9781498707817 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).
The book begins with preliminary results on covariance and associated RKHS before introducing the Gaussian process and Gaussian random fields. The authors use chaos expansion to define the Skorokhod integral, which generalizes the It integral. They show how the Skorokhod integral is a dual operator of Skorokhod differentiation and the divergence operator of Malliavin. The authors also present Gaussian processes indexed by real numbers and obtain a Kallianpur-Striebel Bayes' formula for the filtering problem. After discussing the problem of equivalence and singularity of Gaussian random fields (including a generalization of the Girsanov theorem), the book concludes with the Markov property of Gaussian random fields indexed by measures and generalized Gaussian random fields indexed by Schwartz space. The Markov property for generalized random fields is connected to the Markov process generated by a Dirichlet form.
Описание: This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains.
Автор: Piterbarg Vladimir Ilich Название: Twenty Lectures about Gaussian Processes ISBN: 0984422196 ISBN-13(EAN): 9780984422197 Издательство: Неизвестно Рейтинг: Цена: 8138.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Filofax Personal Saffiano organiser in pear combines a sophisticated classic leather-look cover in a bright on trend colour with a simple personal organiser construction and clean lines. The cover is made from PU with a classic cross-grain effect, whilst the interior is a combination of the external PU and colour-matched polyester. The closure is a concealed popper. The Filofax Personal Saffiano organiser in pear comes complete with a selection of refills and a week to view diary. The inside left cover of the organiser features 3 card pockets and 1 larger pocket. The inside right cover has a notepad pocket and a colour matched elastic pen loop. The organiser has a ring mechanism with 6 rings of 23mm to fit paper size 95mm x 171mm.
Автор: Liu, Liguang Xiao, Jie Yang, Dachun Yuan, Wenping Название: Gaussian capacity analysis ISBN: 3319950398 ISBN-13(EAN): 9783319950396 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph develops the Gaussian functional capacity theory with applications to restricting the Gaussian Campanato/Sobolev/BV space. Included in the text is a new geometric characterization of the Gaussian 1-capacity and the Gaussian Poincar? 1-inequality. Applications to function spaces and geometric measures are also presented.This book will be of use to researchers who specialize in potential theory, elliptic differential equations, functional analysis, probability, and geometric measure theory.
Автор: Shi, Jian Qing Название: Gaussian Process Regression Analysis for Functional Data ISBN: 1439837732 ISBN-13(EAN): 9781439837733 Издательство: Taylor&Francis Рейтинг: Цена: 24499.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Murray Rosenblatt Название: Gaussian and Non-Gaussian Linear Time Series and Random Fields ISBN: 1461270677 ISBN-13(EAN): 9781461270676 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed.
Автор: Rue Название: Gaussian Markov Random Fields ISBN: 1584884320 ISBN-13(EAN): 9781584884323 Издательство: Taylor&Francis Рейтинг: Цена: 24499.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gaussian Markov Random Field (GMRF) models, most widely used in spatial statistics are presented in this, the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects.
Автор: Merlevede, Florence (professor, Universite Paris-est Marne-la-vallee) Peligrad, Magda (professor, University Of Cincinnati) Utev, Sergey (university O Название: Functional gaussian approximation for dependent structures ISBN: 019882694X ISBN-13(EAN): 9780198826941 Издательство: Oxford Academ Рейтинг: Цена: 17820.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book has its origin in the need of developing and analysing mathematical models for phenomena that evolve in time and influence each another, and aims at a better understanding of the structure and asymptotic behaviour of stochastic processes.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
