Mendeley出力
＜図書＞
Metric characterization of random variables and random processes
| 責任表示 | V.V. Buldygin, Yu.V. Kozachenko ; [translated from the Russian by V. Zaiats] |
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| シリーズ | Translations of mathematical monographs ; v. 188 |
| データ種別 | 図書 |
| 出版情報 | Providence, R.I. : American Mathematical Society , c2000 |
| 本文言語 | 英語 |
| 大きさ | xii, 257 p. ; 27 cm |
| 概要 | This translation of a publication that first appeared in Russian in 1998, addresses the study of metric and other close characteristics of different spaces and classes of random variables and the appl...cation of the entropy method to the investigation of properties of stochastic processes whose values, or whose increments, belong to given spaces. The spaces of random variables considered in this book contains both general Ko-spaces or Orlicz spaces and their subspaces of special form. Processes that are considered in detail include 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, and other matters. Annotation copyrighted by Book News, Inc., Portland, OR続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | BULD/10/2 | 2000 |
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023212000001191 |
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書誌詳細
| 別書名 | ローマ字翻字タイトル:Metricheskie kharakteristiki sluchaĭnykh velichin i prot︠s︡essov 原タイトル:Метрические характеристики случайных величин и процессов |
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| 一般注記 | Includes bibliograhpical references (p. [241]-247) and index |
| 著者標目 | *Buldygin, V. V. (Valeriĭ Vladimirovich) Kozachenko, I︠U︡. V. |
| 件 名 | LCSH:Random variables LCSH:Stochastic processes |
| 分 類 | LCC:QA273 DC21:519.2 |
| 書誌ID | 1001405610 |
| ISBN | 0821805339 |
| NCID | BA46250054 |
| 巻冊次 | ISBN:0821805339 |
| 登録日 | 2009.11.02 |
| 更新日 | 2009.11.02 |