Gaussian Processes
Book Details
Format
Paperback / softback
Book Series
Translations of Mathematical Monographs
ISBN-10
0821843583
ISBN-13
9780821843581
Publisher
American Mathematical Society
Imprint
American Mathematical Society
Country of Manufacture
US
Country of Publication
GB
Publication Date
Jul 30th, 2007
Weight
380 grams
Dimensions
25.20 x 17.70 x 1.20 cms
Product Classification:
Probability & statisticsProbability and statisticsStochastics
KSh 25,400.00
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Intended for 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. It also presents Multiple Markov properties of a Guassian process and equivalence problems of Gaussian processes.
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.
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