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Stochastic Processes : Harmonizable Theory.
・ISBN 978-981-12-1365-6 hard US$ 128.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-12-1366-3
| 著者・編者 | Rao, M. M., |
|---|---|
| シリーズ | Series on Multivariate Analysis |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2020 |
| ページ数 | 338 pp. |
| 言語 | ENG |
| ニュース番号 | ＜659-L793 659-P1196＞ |
解説
The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass. It also gives the structural and some key applications in detail. These include Levy's Brownian motion, a probabilistic proof of the longstanding Riemann's hypothesis, random fields indexed by LCA and hypergroups, extensions to bistochastic operators, Cramer-Karhunen classes, as well as bistochastic operators with some statistical applications.The material is accessible to graduate students in probability and statistics as well as to engineers in theoretical applications. There are numerous extensions and applications pointed out in the book that will inspire readers to delve deeper.