Gaussian Processes - Couverture souple

American Mathematical Society

Couverture souple

ISBN 10 : 0821843583 ISBN 13 : 9780821843581

Editeur : American Mathematical Society, 2007

Synopsis

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.

Détails de l'édition

• Éditeur: American Mathematical Society
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 0821843583
• ISBN 13: 9780821843581
• Reliure: Broché
• Nombre de pages: 183
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible