Hilbert And Banach Space-valued Stochastic Processes

Released on by Yuichiro Kakihara
preview-18

  • Hilbert And Banach Space-valued Stochastic Processes Book Detail

  • Author : Yuichiro Kakihara
  • Release Date : 2021-07-29
  • Publisher : World Scientific
  • Genre : Mathematics
  • Pages : 539
  • ISBN 13 : 9811211760
  • File Size : 48,48 MB
DOWNLOAD BOOK

Hilbert And Banach Space-valued Stochastic Processes by Yuichiro Kakihara PDF Summary

Book Description: This is a development of the book entitled Multidimensional Second Order Stochastic Processes. It provides a research expository treatment of infinite-dimensional stationary and nonstationary stochastic processes or time series, based on Hilbert and Banach space-valued second order random variables. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes as well as the stationary class. A new type of the Radon-Nikodým derivative of a Banach space-valued measure is introduced, together with Schauder basic measures, to study uniformly bounded linearly stationary processes.Emphasis is on the use of functional analysis and harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Generalizations are made to consider Banach space-valued stochastic processes to include processes of pth order for p ≥ 1. Readers may find that the covariance kernel is always emphasized and reveals another aspect of stochastic processes.This book is intended not only for probabilists and statisticians, but also for functional analysts and communication engineers.

Disclaimer: www.yourbookbest.com does not own Hilbert And Banach Space-valued Stochastic Processes books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Stochastic Integration in Banach Spaces

Stochastic Integration in Banach Spaces

File Size : 88,88 MB
Total View : 744 Views
DOWNLOAD

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, u