Twenty Lectures about Gaussian Processes

Автор: Vladimir Ilich Piterbarg

Език:

Корици: С меки корици

Издател: Atlantic Financial Press

Наличност: Външен склад

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62.11 € 121.47 лв

"Twenty Lectures ..." is based on a course that Professor Piterbarg, a founder of the asymptotic the...

Информация за книгата

Автор

Vladimir Ilich Piterbarg

Език

Английски език

Корици

Книга - С меки корици

Издадена

2015

страници

182

EAN

9780984422197

ISBN

9780984422197

Enbook ID

03023592

Издател

Atlantic Financial Press

Теглоt

263

Размери

156 x 234 x 10

Пълно описание

"Twenty Lectures ..." is based on a course that Professor Piterbarg, a founder of the asymptotic theory of Gaussian processes and fields, teaches to higher-level undergraduate and graduate students at the Faculty of Mechanics and Mathematics, Lomonosov Moscow State University. Written in a clear and succinct style, the book provides a wide-ranging introduction to the field. The first half of the book is devoted to the general theory of Gaussian distributions in both finite- and infinite-dimensional vector spaces. Fundamental results, such as Slepian's, Fernique-Sudakov's and Berman's inequalities, among many others, are clearly explained from a modern, unified point of view. The second half of the book focuses on asymptotic methods, in particular on distributions of high extrema of Gaussian processes and fields. Foundational tools such as the Double Sum Method, the Method of Moments, and the Comparison Method, invented and popularized by the author, are prominently featured. This part adapts material from Professor Piterbarg's famous monograph to make it more accessible to a wider audience. No previous knowledge of stochastic processes is assumed, as all results are derived from a few basic facts of calculus and functional analysis. Written by a world-renowned expert in the field, "Twenty Lectures ..." is a must-read for students and experienced researchers alike - or anyone with an interest in Gaussian processes and fields. The text provides an excellent basis for a full-length graduate course. Albert N. Shiryaev, Member of the Russian Academy of Sciences, Chair of the Department of Probability Theory, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, says: "Professor Piterbarg's lectures are finally available in English and there is simply no other book on the subject that compares. Having contributed so much to the development of the asymptotic theory of Gaussian processes, the author manages to keep his lectures accessible yet rigorous. The lectures cover such a wide range of results and tools that this book is absolutely indispensable to anyone with an interest in the subject."

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Twenty Lectures about Gaussian Processes

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Пълно описание

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