Metric characterization of random variables and random processes
Auteur :
Buldygin, Valery / Kozachenko, Yu V.
Éditeur :
American Mathematical Society
ISBN :
9780821805336
Date de publication :
29 févr. 2000
Poids :
697 g
Langue :
Anglais
Pays d'origine :
USA
A study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. It also covers pre-Gaussian processes.