| Amer. Mathematical Society

125,460원  | 20210101  | 9780821843581

Intended for 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. It also presents Multiple Markov properties of a Guassian process and equivalence problems of Gaussian processes.

 | American Mathematical Society

213,090원  | 20150630  | 9781470418694

Provides a systematic exposition of the modern theory of Gaussian measures. It presents complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes.

Janson, Svante  | Cambridge

165,600원  | 20210101  | 9780521057202

This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications.

 | Springer Nature

259,180원  | 20190730  | 9783030055967

Authored by a ranking authority in Gaussian harmonic analysis, this book embodies a state-of-the-art entree at the intersection of two important fields of research: harmonic analysis and probability.

Ibragimov, I. A.  | Springer

233,980원  | 20171114  | 9780387903026

The book deals mainly with three problems involving Gaussian stationary processes. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.

 | Springer Nature B.V.

71,980원  | 20171215  | 9789811063312

The author investigates athermal fluctuation from the viewpoints of statistical mechanics in this thesis. Stochastic methods are theoretically very powerful in describing fluctuation of thermodynamic quantities in small systems on the level of a single trajectory and have been recently developed on the basis of stochastic thermodynamics.

 | Springer Nature B.V.

71,980원  | 20230705  | 9783031337734

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class.? Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets.

 | Wiley-ISTE

255,350원  | 20200226  | 9781786302670

Mary Roach meets Michael Pollan in this ambitious, dynamic and thought-provoking foray into the future of food

 | Hutson Street Press

34,110원  | 20250522  | 9781025123486

The Bayesian solution for tracking a target in clutter results naturally in a target state Gaussian mixture probability density function (pdf) which is a sum of weighted Gaussian pdfs, or mixture components. As new tracking measurements are received, the number of mixture components increases without bound, and eventually a reduced-component approximation of the original Gaussian mixture pdf is necessary to evaluate the target state pdf efficiently while maintaining good tracking performance.

 | Hutson Street Press

57,510원  | 20250522  | 9781025118840

The Bayesian solution for tracking a target in clutter results naturally in a target state Gaussian mixture probability density function (pdf) which is a sum of weighted Gaussian pdfs, or mixture components. As new tracking measurements are received, the number of mixture components increases without bound, and eventually a reduced-component approximation of the original Gaussian mixture pdf is necessary to evaluate the target state pdf efficiently while maintaining good tracking performance.

 | Springer Verlag, Singapore

215,980원  | 20220303  | 9789811681615

This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models.

 | Springer Nature B.V.

71,980원  | 20220201  | 9789811681639

This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties.

 | Springer Nature B.V.

71,980원  | 20230216  | 9783031231230

This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resume of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces.

 | Springer Nature B.V.

71,980원  | 20110926  | 9781461214571

This book is written in the hope that it will serve as a companion volume to my first monograph. The first monograph was largely devoted to the probabilistic aspects of the inverse Gaussian law and therefore ignored the statistical issues and related data analyses.

 | Springer Nature B.V.

71,980원  | 20230518  | 9783031311505

This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions around Gaussian laws. The analysis takes place within the broader context of concentration of measure for functions on high-dimensional spheres.