Stochastic Analysis for Gaussian Random Processes and Fields: With Applications (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Hardcover

Gawarecki, Leszek; Mandrekar, Vidyadhar S.

Hardcover

ISBN 10: 1498707815 ISBN 13: 9781498707817

Verlag: Chapman and Hall/CRC, 2015

Inhaltsangabe

This monograph presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, the authors study Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). They explain how covariances are related to RKHSs and examine the Bayes’ formula, the filtering and analytic problem related to fractional Brownian motion, and equivalence and singularity of Gaussian random fields. The book also describes applications in finance and spatial statistics and presents results on Dirichlet forms and associated Markov processes.

Über diesen Titel

Über die Autorin bzw. den Autor

Vidyadhar Mandrekar is a professor in the Department of Statistics and Probability at Michigan State University. He earned a PhD in statistics from Michigan State University. His research interests include stochastic partial differential equations, stationary and Markov fields, stochastic stability, and signal analysis.

Leszek Gawarecki is head of the Department of Mathematics at Kettering University. He earned a PhD in statistics from Michigan State University. His research interests include stochastic analysis and stochastic ordinary and partial differential equations.

Details zur Ausgabe

• Verlag: Chapman and Hall/CRC
• Erscheinungsdatum: 2015
• Sprache: Englisch
• ISBN 10: 1498707815
• ISBN 13: 9781498707817
• Einband: Tapa dura
• Auflage: 1
• Anzahl der Seiten: 202
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar