Items related to Lectures on Gaussian Processes

Lectures on Gaussian Processes - Softcover

Lifshits, Mikhail

 
9783642249402: Lectures on Gaussian Processes
Softcover
ISBN 10: 364224940X ISBN 13: 9783642249402
Publisher: Springer, 2012

This specific ISBN edition is currently not available.

Synopsis

Preface.- 1.Gaussian Vectors and Distributions.- 2.Examples of Gaussian Vectors, Processes and Distributions.- 3.Gaussian White Noise and Integral Representations.- 4.Measurable Functionals and the Kernel.- 5.Cameron-Martin Theorem.- 6.Isoperimetric Inequality.- 7.Measure Concavity and Other Inequalities.- 8.Large Deviation Principle.- 9.Functional Law of the Iterated Logarithm.- 10.Metric Entropy and Sample Path Properties.- 11.Small Deviations.- 12.Expansions of Gaussian Vectors.- 13.Quantization of Gaussian Vectors.- 14.Invitation to Further Reading.- References. ​

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Publisher
Springer
Publication date
2012
Language
English
ISBN 10 
364224940X
ISBN 13 
9783642249402
Binding
Paperback

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9783642249389: Lectures on Gaussian Processes (SpringerBriefs in Mathematics)

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ISBN 10:  3642249388 ISBN 13:  9783642249389
Publisher: Springer, 2012
Softcover