Items related to Gaussian Processes (Translations of Mathematical Monographs)
Synopsis
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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Language Notes
Text: English (translation)
Original Language: Japanese
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Gaussian Processes
Published by
American Mathematical Society, 1993
ISBN 10: 0821845683
ISBN 13: 9780821845684
Used
Hardcover
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780821845684. Seller Inventory # 4145189
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