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<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]
シリーズ Translations of mathematical monographs ; v. 188
データ種別 図書
出版者 Providence, R.I. : American Mathematical Society
出版年 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


理系図3F 数理独自 023212000001191 BULD/10/2 2000

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
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

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