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Stochastic Analysis for Gaussian Random Processes and Fields

- With Applications

af Vidyadhar S. (Michigan State University Mandrekar

indgår i Chapman & Hall/CRC Monographs on Statistics and Applied Probability serien

Stochastic Analysis for Gaussian Random Processes and Fields af Vidyadhar S. (Michigan State University Mandrekar
Bag om Stochastic Analysis for Gaussian Random Processes and Fields

This monograph presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, the authors study Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). They explain how covariances are related to RKHSs and examine the Bayes' formula, the filtering and analytic problem related to

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780367738143
  • Indbinding:
  • Paperback
  • Sideantal:
  • 201
  • Udgivet:
  • 18. December 2020
  • Størrelse:
  • 156x234x0 mm.
  • Vægt:
  • 376 g.
  • 2-4 uger.
  • 12. Oktober 2024
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This monograph presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, the authors study Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). They explain how covariances are related to RKHSs and examine the Bayes' formula, the filtering and analytic problem related to

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