Stationary Stochastic Processes
Seiten
2016
Princeton University Press (Verlag)
978-0-691-64807-1 (ISBN)
Princeton University Press (Verlag)
978-0-691-64807-1 (ISBN)
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Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously
Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
*Frontmatter, pg. i*Preface, pg. iii*Contents, pg. iv*0. Introduction, pg. 1*1. Background, pg. 3*2. Brownian motion, pg. 14*3. Additive processes, pg. 31*4. Stationary processes, pg. 62*5. Gaussian processes, pg. 86*6. Hilbert space(L2) arising from white noise, pg. 94*7. FLow of the Brownian motion., pg. 106*8. Infinite dimensional rotation group, pg. 113*9. Fourier Analysis on (L2 ) , motion group and Laplacian, pg. 120*10. Applications, pg. 135*11. Generalized White Noise, pg. 147*Appendix, pg. 163
Erscheinungsdatum | 27.05.2016 |
---|---|
Reihe/Serie | Mathematical Notes |
Verlagsort | New Jersey |
Sprache | englisch |
Maße | 178 x 254 mm |
Gewicht | 510 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
ISBN-10 | 0-691-64807-7 / 0691648077 |
ISBN-13 | 978-0-691-64807-1 / 9780691648071 |
Zustand | Neuware |
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