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Multidimensional Second Order Stochastic Processes
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Bibliographic Detail
Publisher World Scientific Pub Co Inc
Publication date March 1, 1997
Pages 331
Binding Hardcover
Book category Adult Non-Fiction
ISBN-13 9789810230005
ISBN-10 9810230001
Dimensions 1 by 6.50 by 9 in.
Weight 1.35 lbs.
Published in Other
Original list price $94.00
Summaries and Reviews
Amazon.com description: Product Description: 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.

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Hardcover
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from World Scientific Pub Co Inc (March 1, 1997)
9789810230005 | details & prices | 331 pages | 6.50 × 9.00 × 1.00 in. | 1.35 lbs | List price $94.00
About: This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or time series.

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