Multivariate characteristic and correlation functions
Auteur :
Sasvári, Zoltán
Éditeur :
De Gruyter
ISBN :
9783110223989
Date de publication :
15 mars 2013
Dimensions :
24,0 x 17,0 cm
Poids :
760 g
Langue :
Anglais
Pays d'origine :
Allemagne
Multivariate characteristic functions are the Fourier transforms of distributions of random vectors. They represent an important tool for the study of different problems of probability theory. This book provides an introduction to the theory of these functions for readers who want to learn about multivariate Fourier transforms.