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Gaussian Random Processes
Ibragimov, I.A.; Rozanov, Y. A.
€ 66.90
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Description for Gaussian Random Processes
paperback. Translator(s): Aries, A. B. Series: Stochastic Modelling and Applied Probability. Num Pages: 287 pages, biography. BIC Classification: PBW. Category: (G) General (US: Trade). Dimension: 235 x 155 x 15. Weight in Grams: 450.
The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process ... Read more
The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer United States
Number of pages
287
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
277
Place of Publication
New York, NY, United States
ISBN
9781461262770
SKU
V9781461262770
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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