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Gaussian Random Functions: 322 (Mathematics and Its Applications, 322) - Lifshits, M.A.
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Lifshits, M.A.:

Gaussian Random Functions: 322 (Mathematics and Its Applications, 322) - Paperback

2010, ISBN: 9789048145287

Springer, Paperback, Auflage: Softcover reprint of hardcover 1st ed. 1995, 348 Seiten, Publiziert: 2010-10-28T00:00:01Z, Produktgruppe: Book, 0.49 kg, Applied Mathematics, Mathematics, Sc… More...

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Gaussian Random Functions: 322 (Mathematics and Its Applications, 322) - Lifshits, M.A.
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Lifshits, M.A.:

Gaussian Random Functions: 322 (Mathematics and Its Applications, 322) - Paperback

2010, ISBN: 9789048145287

Springer, Paperback, Auflage: Softcover reprint of hardcover 1st ed. 1995, 348 Seiten, Publiziert: 2010-10-28T00:00:01Z, Produktgruppe: Book, 0.49 kg, Applied Mathematics, Mathematics, Sc… More...

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Lifshits, M. A.:
Gaussian Random Functions - Paperback

2010

ISBN: 9048145287

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Softcover reprint of hardcover 1st ed. 1995 Kartoniert / Broschiert Integralrechnung und -gleichungen, Wahrscheinlichkeitsrechnung und Statistik, Stochastik, Gaussiandistribution; Gauss… More...

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Lifshits, M.A.:
Gaussian Random Functions (Mathematics and Its Applications, 322) - Paperback

2010, ISBN: 9048145287

[EAN: 9789048145287], Nieuw boek, [SC: 86.38], [PU: Springer], Books

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Gaussian Random Functions - M.A. Lifshits
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M.A. Lifshits:
Gaussian Random Functions - Paperback

2010, ISBN: 9789048145287

Buch, Softcover, Softcover reprint of hardcover 1st ed. 1995, [PU: Springer], Springer, 2010

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Details of the book
Gaussian Random Functions: 322 (Mathematics and Its Applications, 322)
Author:
Title:
ISBN:

9789048145287


The last decade not only enriched the theory of Gaussian random functions with several new and important results, but also marked a significant shift in the approach to presenting the material. New, simple and short proofs of a number of fundamental statements have appeared, based on the systematic use of the convexity of measures the isoperimetric inequalities. This volume presents a coherent, compact, and mathematically complete series of the most essential properties of Gaussian random functions. The book focuses on a number of fundamental objects in the theory of Gaussian random functions and exposes their interrelations. The basic plots presented in the book embody: the kernel of a Gaussian measure, the model of a Gaussian random function, oscillations of sample functions, the convexity and isoperimetric inequalities, the regularity of sample functions of means of entropy characteristics and the majorizing measures, functional laws of the iterated logarithm, estimates for the probabilities of large deviations. This volume will be of interest to mathematicians and scientists who use stochastic methods in their research. It will also be of great value to students in probability theory.

Details of the book - Gaussian Random Functions: 322 (Mathematics and Its Applications, 322)


EAN (ISBN-13): 9789048145287
ISBN (ISBN-10): 9048145287
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer
352 Pages
Weight: 0,561 kg
Language: eng/Englisch

Book in our database since 2011-03-27T17:38:03+01:00 (London)
Detail page last modified on 2023-08-01T12:58:32+01:00 (London)
ISBN/EAN: 9789048145287

ISBN - alternate spelling:
90-481-4528-7, 978-90-481-4528-7
Alternate spelling and related search-keywords:
Book author: lifshits
Book title: gauss

Information from Publisher

Author: M.A. Lifshits
Title: Mathematics and Its Applications; Gaussian Random Functions
Publisher: Springer; Springer Netherland
337 Pages
Publishing year: 2010-10-28
Dordrecht; NL
Printed / Made in
Language: English
267,49 € (DE)
274,99 € (AT)
295,00 CHF (CH)
POD
XI, 337 p. 2 illus.

BC; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Gaussian distribution; Gaussian measure; Probability theory; Variance; distribution; law of the iterated logarithm; random function; Probability Theory; Statistics; Measure and Integration; Functional Analysis; Stochastik; Integralrechnung und -gleichungen; Funktionalanalysis und Abwandlungen; BB; EA

Section 1. Gaussian distributions and random variables.- Section 2. Multi-dimensional Gaussian distributions.- Section 3. Covariances.- Section 4. Random functions.- Section 5. Examples of Gaussian random functions.- Section 6. Modelling the covariances.- Section 7. Oscillations.- Section 8. Infinite-dimensional Gaussian distributions.- Section 9. Linear functionals, admissible shifts, and the kernel.- Section 10. The most important Gaussian distributions.- Section 11. Convexity and the isoperimetric inequality.- Section 12. The large deviations principle.- Section 13. Exact asymptotics of large deviations.- Section 14. Metric entropy and the comparison principle.- Section 15. Continuity and boundedness.- Section 16. Majorizing measures.- Section 17. The functional law of the iterated logarithm.- Section 18. Small deviations.- Section 19. Several open problems.- Comments.- References.- List of Basic Notations.

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