Asymptotic Methods in the Theory of Gaussian Processes and Fields

Released on by Vladimir I. Piterbarg
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  • Asymptotic Methods in the Theory of Gaussian Processes and Fields Book Detail

  • Author : Vladimir I. Piterbarg
  • Release Date : 2012-03-28
  • Publisher : American Mathematical Soc.
  • Genre : Mathematics
  • Pages : 222
  • ISBN 13 : 0821883313
  • File Size : 38,38 MB
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Asymptotic Methods in the Theory of Gaussian Processes and Fields by Vladimir I. Piterbarg PDF Summary

Book Description: This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.

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Twenty Lectures About Gaussian Processes

Twenty Lectures About Gaussian Processes

File Size : 70,70 MB
Total View : 7389 Views
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"Twenty Lectures ..." is based on a course that Professor Piterbarg, a founder of the asymptotic theory of Gaussian processes and fields, teaches to higher-leve