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Item Details
| Title:
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GAUSSIAN PROCESSES
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| By: |
T. Hida, Masuyuki Hitsuda |
| Format: |
Paperback |
| List price:
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£144.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0821843583 |
| ISBN 13: |
9780821843581 |
| Publisher: |
AMERICAN MATHEMATICAL SOCIETY |
| Pub. date: |
15 July, 2007 |
| Series: |
Translations of Mathematical Monographs Reprint No. 120 |
| Pages: |
183 |
| Description: |
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. |
| Synopsis: |
Aimed at 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 (or its innovation process). Multiple Markov properties of a Gaussian process and equivalence problems of Gaussian processes are clearly presented. The authors' approach is unique, involving causality in time evolution and information-theoretic aspects. Because the book is self-contained and only requires background in the fundamentals of probability theory and measure theory, it would be suitable as a textbook at the senior undergraduate or graduate level. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
American Mathematical Society |
| Returns: |
Returnable |
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