Verwandte Artikel zu Gaussian Processes: No.120 (Translations of Mathematical...
Inhaltsangabe
Aimed at students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation (or its innovation process). Multiple Markov properties of a Gaussian process and equivalence problems of Gaussian processes are clearly presented. The authors' approach is unique, involving causality in time evolution and information-theoretic aspects. Because the book is self-contained and only requires background in the fundamentals of probability theory and measure theory, it would be suitable as a textbook at the senior undergraduate or graduate level.
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Reseña del editor
Aimed at students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation (or its innovation process). Multiple Markov properties of a Gaussian process and equivalence problems of Gaussian processes are clearly presented. The authors' approach is unique, involving causality in time evolution and information-theoretic aspects. Because the book is self-contained and only requires background in the fundamentals of probability theory and measure theory, it would be suitable as a textbook at the senior undergraduate or graduate level.
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- VerlagAmerican Mathematical Society
- Erscheinungsdatum1993
- ISBN 10 0821845683
- ISBN 13 9780821845684
- EinbandTapa dura
- SpracheEnglisch
- Anzahl der Seiten183
- Kontakt zum HerstellerNicht verfügbar
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Gaussian Processes
Verlag:
American Mathematical Society, 1993
ISBN 10: 0821845683
ISBN 13: 9780821845684
Gebraucht
Hardcover
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780821845684. Bestandsnummer des Verkäufers 4145189
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