[PDF.57oi] Multidimensional Second Order Stochastic (World Scientific Series on Nonlinear Science)

Multidimensional Second Order Stochastic (World Scientific Series on Nonlinear Science)

[PDF.zh36] Multidimensional Second Order Stochastic (World Scientific Series on Nonlinear Science)

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 | #9033406 in Books |  1997-02-27 | Original language:English | PDF # 1 |  9.00 x6.50 x1.00l,.0 | File type: PDF | 344 pages

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This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or time series. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applica...

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