Fr. 69.00

Investigations in the Theory of Stochastic Processes

English · Paperback / Softback

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Description

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This volume contains eight artieles by five authors. The common theme is indicated by the title, "Investigations in the Theory of Stochastic Processes. " The artiele by Vershik and Sudakov is a summary of severallectures delivered by the authors on the general aspects of measure theory in linear spaces. The main attention here is focused on the development of certain general concepts within whose framework are studied both the foundations of the theory of random processes as weIl as more specialized probIems. The published summary does not presume prior acquaintance with the subj eet. The group of artieles by Ibragimov and Solev is devoted to questions connected with the regular ity of stationary random processes. Ibragimov, in "Conditions for the Complete Regularity of Station ary Processes with Continuous Time," derives suffi"ient conditions for the complete regularity of a stationary random process with continuous time. The case of a rapid decrease of the regularity coef ficient (in power or exponential form) is investigated. In his other artiele, "Complete Regularity of Generalized Stationary Random Processes," he shows that the problem of investigating the conditions for the complete regularity of generalized stationary random processes reduces to the analogous problem for general stationary random processes.

List of contents

Probability Measures in Infinite-Dimensional Spaces.- Conditions for the Complete Regularity of Continuous-Time Stationary Processes.- Complete Regularity of Generalized Stationary Processes.- A Condition for the Regularity of a Stationary Gaussian Sequence.- A Condition for the Linear Regularity of a Stationary Vector-Valued Sequence.- Asymptotic Behavior of the Prediction Error in the Multidimensional Case.- Measures Defined by Markov Times.- Characterization of Random Functions by Random Preimages.

Product details

Assisted by N Sudakov (Editor), V N Sudakov (Editor), V. N. Sudakov (Editor)
Publisher Springer, Berlin
 
Languages English
Product format Paperback / Softback
Released 22.04.2014
 
EAN 9781468481594
ISBN 978-1-4684-8159-4
No. of pages 98
Weight 285 g
Illustrations VII, 98 p.
Series Seminars in mathematics
Seminars in mathematics
Subjects Humanities, art, music > Humanities (general)
Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous
Social sciences, law, business > Social sciences (general)

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