Multidimensional Second Order Stochastic Processes

By: Yuichiro Kakihara

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Hardcover | 1 December 1996

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Hardcover
344 Pages

Dimensions(cm)
22.86 x 16.51 x 2.54

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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.

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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

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Hardcover

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