Multidimensional second order stochastic processes

書誌事項

Multidimensional second order stochastic processes

Yûichirô Kakihara

(Series on multivariate analysis, vol. 2)

World Scientific, c1997

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注記

Includes bibliographical references and indexes

内容説明・目次

内容説明

This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or time series. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Readers may find that the covariance kernel analysis is emphasized and it reveals another aspect of stochastic processes. This book is intended not only for probabilists and statisticians, but also for communication engineers.

目次

  • Introduction and preliminaries
  • Hilbert modules and covariance kernels
  • stochastic measures and operator-valued bimeasures
  • multidimensional stochastic processes
  • special topics
  • applications.

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詳細情報

  • NII書誌ID(NCID)
    BA30194023
  • ISBN
    • 9810230001
  • LCCN
    96037165
  • 出版国コード
    si
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Singapore
  • ページ数/冊数
    x, 331 p.
  • 大きさ
    23 cm
  • 分類
  • 件名
  • 親書誌ID
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