Twenty Lectures about Gaussian Processes

Autor: Vladimir Ilich Piterbarg

Limbă:

Legare: Carte broșată

Editura: Atlantic Financial Press

Disponibilitate: În depozitul extern

Expediem în 10-18 zile

310.92 lei

"Twenty Lectures ..." is based on a course that Professor Piterbarg, a founder of the asymptotic the...

Informații despre carte

Autor

Vladimir Ilich Piterbarg

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2015

Pagini

182

EAN

9780984422197

ISBN

9780984422197

Enbook ID

03023592

Editura

Atlantic Financial Press

Greutate

263

Dimensiuni

156 x 234 x 10

Descriere completă

"Twenty Lectures ..." is based on a course that Professor Piterbarg, a founder of the asymptotic theory of Gaussian processes and fields, teaches to higher-level undergraduate and graduate students at the Faculty of Mechanics and Mathematics, Lomonosov Moscow State University. Written in a clear and succinct style, the book provides a wide-ranging introduction to the field. The first half of the book is devoted to the general theory of Gaussian distributions in both finite- and infinite-dimensional vector spaces. Fundamental results, such as Slepian's, Fernique-Sudakov's and Berman's inequalities, among many others, are clearly explained from a modern, unified point of view. The second half of the book focuses on asymptotic methods, in particular on distributions of high extrema of Gaussian processes and fields. Foundational tools such as the Double Sum Method, the Method of Moments, and the Comparison Method, invented and popularized by the author, are prominently featured. This part adapts material from Professor Piterbarg's famous monograph to make it more accessible to a wider audience. No previous knowledge of stochastic processes is assumed, as all results are derived from a few basic facts of calculus and functional analysis. Written by a world-renowned expert in the field, "Twenty Lectures ..." is a must-read for students and experienced researchers alike - or anyone with an interest in Gaussian processes and fields. The text provides an excellent basis for a full-length graduate course. Albert N. Shiryaev, Member of the Russian Academy of Sciences, Chair of the Department of Probability Theory, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, says: "Professor Piterbarg's lectures are finally available in English and there is simply no other book on the subject that compares. Having contributed so much to the development of the asymptotic theory of Gaussian processes, the author manages to keep his lectures accessible yet rigorous. The lectures cover such a wide range of results and tools that this book is absolutely indispensable to anyone with an interest in the subject."

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Twenty Lectures about Gaussian Processes

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și