Items related to Gaussian Processes (Translations of Mathematical Monographs)
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.
"synopsis" may belong to another edition of this title.
- PublisherAmerican Mathematical Society
- Publication date2008
- ISBN 10 0821843583
- ISBN 13 9780821843581
- BindingPaperback
- LanguageEnglish
- Number of pages183
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