An Introduction To Continuity Extrema And Related Topics For General Gaussian Processes
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An Introduction To Continuity Extrema And Related Topics For General Gaussian Processes
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Author : Robert J. Adler
language : en
Publisher: IMS
Release Date : 1990
An Introduction To Continuity Extrema And Related Topics For General Gaussian Processes written by Robert J. Adler and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Mathematics categories.
An Introduction To Continuity Extrema And Related Topics For General Gaussian Processes
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Author : Robert J. Adler
language : en
Publisher:
Release Date : 2008*
An Introduction To Continuity Extrema And Related Topics For General Gaussian Processes written by Robert J. Adler and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008* with Gaussian processes categories.
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
An Introduction To Continuity Extrema And Related Topics For General Gaussian Processes
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Author : Robert J. Adler
language : en
Publisher:
Release Date : 1989
An Introduction To Continuity Extrema And Related Topics For General Gaussian Processes written by Robert J. Adler and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Gaussian processes categories.
Stochastic Analysis And Applications Volume 3
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Author : Yeol Je Cho
language : en
Publisher: Nova Publishers
Release Date : 2003
Stochastic Analysis And Applications Volume 3 written by Yeol Je Cho and has been published by Nova Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
Stochastic Analysis & Applications, Volume 3
Gaussian Random Functions
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Author : M.A. Lifshits
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Gaussian Random Functions written by M.A. Lifshits and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht
Canadian Journal Of Mathematics
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Author :
language : en
Publisher:
Release Date : 1994-02
Canadian Journal Of Mathematics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-02 with categories.
Fractional Fields And Applications
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Author : Serge Cohen
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-05-29
Fractional Fields And Applications written by Serge Cohen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-29 with Mathematics categories.
This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an appendix. After a foreword by Stéphane Jaffard, a long first chapter is devoted to classical results from stochastic fields and fractal analysis. A central notion throughout this book is self-similarity, which is dealt with in a second chapter with a particular emphasis on the celebrated Gaussian self-similar fields, called fractional Brownian fields after Mandelbrot and Van Ness's seminal paper. Fundamental properties of fractional Brownian fields are then stated and proved. The second central notion of this book is the so-called local asymptotic self-similarity (in short lass), which is a local version of self-similarity, defined in the third chapter. A lengthy study is devoted to lass fields with finite variance. Among these lass fields, we find both Gaussian fields and non-Gaussian fields, called Lévy fields. The Lévy fields can be viewed as bridges between fractional Brownian fields and stable self-similar fields. A further key issue concerns the identification of fractional parameters. This is the raison d'être of the statistics chapter, where generalized quadratic variations methods are mainly used for estimating fractional parameters. Last but not least, the simulation is addressed in the last chapter. Unlike the previous issues, the simulation of fractional fields is still an area of ongoing research. The algorithms presented in this chapter are efficient but do not claim to close the debate.
Advances In Contemporary Statistics And Econometrics
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Author : Abdelaati Daouia
language : en
Publisher: Springer Nature
Release Date : 2021-06-14
Advances In Contemporary Statistics And Econometrics written by Abdelaati Daouia and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-14 with Mathematics categories.
This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.
Topics In Probability And Lie Groups
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Author : John Christopher Taylor
language : en
Publisher: American Mathematical Soc.
Release Date :
Topics In Probability And Lie Groups written by John Christopher Taylor and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on with Mathematics categories.
This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Recherches de Mathematiques (CRM) seminar entitiled, ''Topics in Probability on Lie Groups: Boundary Theory''. Evans gives a synthesis of his pre-1992 work on Gaussian measures on vector spaces over a local field. Ledrappier uses the freegroup on $d$ generators as a paradigm for results on the asymptotic properties of random walks and harmonic measures on the Martin boundary. These articles are followed by a case study by Figa-Talamanca using Gelfand pairs to study a diffusion on a compact ultrametric space. The second part of the book is an appendix to the book Compactifications of Symmetric Spaces (Birkhauser) by Y. Guivarc'h and J. C. Taylor. This appendix consists of an article by each author and presents the contents of this book in a more algebraic way. L. Ji and J.-P. Anker simplifies some of their results on the asymptotics of the Green function that were used to compute Martin boundaries. And Taylor gives a self-contained account of Martin boundary theory for manifolds using the theory of second order strictly elliptic partial differential operators.
Metric Characterization Of Random Variables And Random Processes
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Author : Valeriĭ Vladimirovich Buldygin
language : en
Publisher: American Mathematical Soc.
Release Date : 2000-01-01
Metric Characterization Of Random Variables And Random Processes written by Valeriĭ Vladimirovich Buldygin and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01-01 with Mathematics categories.
The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The following processes appear in detail: 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, etc. The book consists of eight chapters divided into four parts: The first part deals with classes of random variables and their metric characteristics. The second part presents properties of stochastic processes "imbedded" into a space of random variables discussed in the first part. The third part considers applications of the general theory. The fourth part outlines the necessary auxiliary material. Problems and solutions presented show the intrinsic relation existing between probability methods, analytic methods, and functional methods in the theory of stochastic processes. The concluding sections, "Comments" and "References", gives references to the literature used by the authors in writing the book.