[PDF.91qg] Asymptotic Methods in the Theory of Gaussian Processes and Fields (Translations of Mathematical Monographs)

Asymptotic Methods in the Theory of Gaussian Processes and Fields (Translations of Mathematical Monographs)

[PDF.hc06] Asymptotic Methods in the Theory of Gaussian Processes and Fields (Translations of Mathematical Monographs)

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 | #12572700 in Books |  1995-12-01 | Original language:English | PDF # 1 |  10.50 x7.25 x.75l, | File type: PDF | 206 pages

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|| |a ... valuable addition to the set of English-language monographs dealing with related topics. --Mathematical s|Language Notes|Text: English (translation)| Original Language: Russian

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 t...

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