Gaussian Processes (Translations of Mathematical Monographs) pdf epub mobi txt 電子書下載 2024

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Takeyuki Hida

American Mathematical Society

1993-06

USD 109.00

Hardcover

9780821845684

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发表于2024-11-16

Gaussian Processes (Translations of Mathematical Monographs) epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Gaussian Processes (Translations of Mathematical Monographs) pdf epub mobi txt 電子書下載 2024

圖書描述

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.

Gaussian Processes (Translations of Mathematical Monographs) 下載 mobi epub pdf txt 電子書