Gaussian processes
Auteur :
American Mathematical Society
Éditeur :
American Mathematical Society
ISBN :
9780821843581
Date de publication :
30 juil. 2007
Poids :
380 g
Langue :
Anglais
Pays d'origine :
USA
Intended for students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation. It also presents Multiple Markov properties of a Guassian process and equivalence problems of Gaussian processes.