Multidimensional Second Order Stochastic Processes

By: Yûichirô Kakihara

Write A Review

Hardcover | 1 December 1996

At a Glance

Hardcover
344 Pages

Dimensions(cm)
22.86 x 16.51 x 2.54

New Edition

Published: 9th August 2021

Hardcover

RRP $169.99

$118.99

30%OFF

or 4 interest-free payments of $29.75 with

Ships in 15 to 25 business days

This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or times series. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, "V"-bounded, Cramer and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Readers may find that the covariance kernel analysis is emphasized and it reveals another aspect of stochastic processes. This book is intended not only for probabilists and statisticians, but also for communication engineers.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $0.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Stochastics Science Science in General Maths for Scientists Engineering & Technology Technology in General Maths for Engineers Probability & Statistics Booktopia Publisher Services

World Scientific Publishing

Preface
Introduction and preliminaries	p. 1
Hilbert modules and covariance kernels	p. 17
Stochastic measures and operator valued bimeasures	p. 53
Multidimensional stochastic processes	p. 148
Special topics	p. 203
Applications	p. 248
References	p. 296
Indices	p. 316
Table of Contents provided by Blackwell. All Rights Reserved.

Multidimensional Second Order Stochastic Processes

At a Glance

New Edition

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

More in Mathematics

Blueprints

How mathematics shapes creativity

In the Realm of the Last Man

FROM THE GLOBALLY BESTSELLING AUTHOR OF THE END OF HISTORY AND THE LAST MAN

Numeracy In Early Childhood Education

Shared Contexts For Teaching And Learning

Humble Pi

A Comedy of Maths Errors

How to Win At Chess

The Ultimate Guide for Beginners and Beyond

Antifragile

Things That Gain from Disorder

Collins Classics - The Republic

Collins Classics

Oxford Maths for Australian Schools Year 4 Value Pack

3rd Edition

Statistics and Data Handling for Biologists

A Student's Guide

Statistics and Data Handling for Biologists

A Student's Guide

The Infinite Game

From the bestselling author of Start With Why

Maths Sequences for the Early Years

Challenging Children to Reason Mathematically

Statistics in Clinical Development of Cancer Drugs

Recent Trends & Advances

Artificial Intelligence in Modeling and Simulation

Simulation Foundations, Methods and Applications

Dynamics of Marine Structures

Stochastic Control in Energy, Environmental and Resource Management Applications

Emerging Methodologies and Applications in Modelling, Identification and Control

Data Science and Social Research III

Epistemology, Methods, Technology, Applications, and Relation to Artificial Intelligence

Recent Advances in Information Systems

Proceedings of the ICRAIS, Pointe aux Piments, Mauritius, 10-12 September 2025

Modal Semirings and Applications

Trends in Logic

Mathematics of Uncertainty Applied to Global Issues

Sustainability, Mistreatment of Women, Nuclear Power, Smart Cities, Digitalization

Riemannian Geometry and Geometric Analysis

Universitext

Introductory Statistics

The Golden Ratio

Divine Beauty of Mathematics

Successful Problem Solving in Classical Mechanics

This product is categorised by