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Asymptotic Methods in the Theory of Gaussian Processes and Fields: No. 148 (Translations of Mathematical Monographs Reprint) - Hardcover

Piterbarg, Vladimir I.

 
9780821804230: Asymptotic Methods in the Theory of Gaussian Processes and Fields: No. 148 (Translations of Mathematical Monographs Reprint)
Hardcover
ISBN 10: 0821804235 ISBN 13: 9780821804230
Publisher: American Mathematical Society, 1995

Synopsis

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.

"synopsis" may belong to another edition of this title.

Synopsis

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.

"About this title" may belong to another edition of this title.

Publisher
American Mathematical Society
Publication date
1995
Language
English
ISBN 10 
0821804235
ISBN 13 
9780821804230
Binding
Hardcover
Number of pages
206