menu
{ "item_title" : "Multidimensional Second Order Stochastic Processes", "item_author" : [" Yuichiro Kakihara "], "item_description" : "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, Cram r and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Readers may find that the covariance kernel analysis is emphasized and it reveals another aspect of stochastic processes. This book is intended not only for probabilists and statisticians, but also for communication engineers.", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/9/81/023/000/9810230001_b.jpg", "price_data" : { "retail_price" : "94.00", "online_price" : "94.00", "our_price" : "94.00", "club_price" : "94.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Multidimensional Second Order Stochastic Processes|Yuichiro Kakihara

Multidimensional Second Order Stochastic Processes

local_shippingShip to Me
Earliest ship date: June 15, 2026
FREE Shipping for Club Members help

Overview

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, Cram r and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Readers may find that the covariance kernel analysis is emphasized and it reveals another aspect of stochastic processes. This book is intended not only for probabilists and statisticians, but also for communication engineers.

This item is Non-Returnable

Details

  • ISBN-13: 9789810230005
  • ISBN-10: 9810230001
  • Publisher: World Scientific Publishing Company
  • Publish Date: February 1997
  • Page Count: 344

Related Categories

You May Also Like...

    1

BAM Customer Reviews