Gaussian Processes
Takeyuki Hida and Masuyuki Hitsuda
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.
Kategori:
Tahun:
1993
Penerbit:
American Mathematical Society
Bahasa:
english
Halaman:
203
ISBN 10:
0821845683
ISBN 13:
9780821845684
Nama siri:
Translations of Mathematical Monographs 120
Fail:
DJVU, 2.74 MB
IPFS:
,
english, 1993
Amazon 
Barnes & Noble 
Bookshop.org 
Tukar fail
Lebih banyak hasil carian
Faedah lain 
Istilah utama
Koleksi pilihan
