Gaussian Processes

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Gaussian Processes

Gaussian Processes

Name: Gaussian Processes
ISBN: 9780821845684

Takeyuki Hida and Masuyuki Hitsuda

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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.

카테고리:

Mathematics

년:

1993

출판사:

American Mathematical Society

언어:

english

페이지:

203

ISBN 10:

0821845683