Stochastic analysis for gaussian random processes and fields: with applications
Auteur :
Mandrekar, Vidyadhar S. / Gawarecki, Leszek
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367738143
Date de publication :
18 déc. 2020
Dimensions :
23,4 x 15,6 cm
Poids :
380 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This monograph presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, the authors study Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). They explain how covariances are related to RKHSs and examine the Bayes’ formula, the filtering and analytic problem related to