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eBook Metric Characterization of Random Variables and Random Processes (Translations of Mathematical Monographs) download

by V. V. Buldygin and Yu. V. Kozachenko

eBook Metric Characterization of Random Variables and Random Processes (Translations of Mathematical Monographs) download ISBN: 0821805339
Author: V. V. Buldygin and Yu. V. Kozachenko
Publisher: American Mathematical Society (February 29, 2000)
Language: English
Pages: 257
ePub: 1497 kb
Fb2: 1713 kb
Rating: 4.1
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Category: Math Sciences
Subcategory: Mathematics

Translations of Mathematical Monographs 2000; 257 pp; Hardcover MSC: Primary 60. .The book consists of eight chapters divided into four parts: The first part deals with classes of random variables and their metric characteristics.

The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces.

The following processes appear in detail: pre-Gaussian processes, shot noise processes representable This text covers the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation o.

The following processes appear in detail: pre-Gaussian processes, shot noise processes representable This text covers the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces.

Kozachenko, Metric Characterization of Random Variables and Random Processes. Translations of Mathematical Monographs. 188 (AMS, American Mathematical Society, Providence, RI, 2000), 257 . oogle Scholar. 6. J. L. Doob, Trans. R. Giuliano Antonini, Yu. V. Kozachenko, and T. Nikitina, Rendiconti Accademia Nazionale delle Scienze XL. Memorie di Matematica e Applicazioni 121. XXVII:95–124 (2003).

The heat equation with random factors is a classical problem of the parabolic type of mathematical physics. In this paper, the heat equation with random right side is examined. In particular, we give conditions of existence with probability, one classical solutions in the case when the right side is a random field, sample continuous with probability one from the space Subφ (Ω). Estimation for the distribution of the supremum of solutions of such equations is founded.

Translations of MATHEMATICAL MONOGRAPHS Volume 188 Metric Characterization of Random Variables . Translations of mathematical monographs, ISSN 0065-9282 ; v. 188) Includes bibliographical references and index. ISBN 0-8218-0533-9 (alk. paper) 1. Random variables.

Translations of MATHEMATICAL MONOGRAPHS Volume 188 Metric Characterization of Random Variables and Random Processes V. Buldygin Yu. Kozachenko q American Mathematical Society Providence, Rhode Island ^VDED. 2. Stochastic processes.

Metric characterization of random variables and random processes

Metric characterization of random variables and random processes. Translated from the 1998 Russian original by V. Zaiats. Translations of Mathematical Monographs, 188. American Mathematical Society, Providence, RI, 2000. xii+257 pp. ISBN: 0-8218-0533-9. Cambanis, Stamatis; Masry, Elias. Wavelet approximation of deterministic and random signals: convergence properties and rates.

2000), Metric characterization of random variables and random processes. Khelemskiĭ (2006), Lectures and exercises on functional analysis. Arkhangel'skii & Pontryagin (1990). Aldrovandi, . Pereira, . 1995), An introduction to geometrical physics. 2002), Metric spaces, generalised logic, and closed categories (PDF), Reprints in Theory and Applications of Categories, 1, pp. 1–37. Vickers, Steven (2005), "Localic completion of generalized metric spaces I", Theory and Applications of Categories,.

Metric characterization of random variables and random processes. VV Buldygin, IUV Kozachenko. Sub-Gaussian random variables. VV Buldygin, YV Kozachenko

Metric characterization of random variables and random processes. American Mathematical So. 2000. VV Buldygin, YV Kozachenko. Ukrainian Mathematical Journal 32 (6), 483-489, 1980. Banach spaces of random variables of sub-Gaussian type. YV Kozachenko, EI Ostrovskii.

Translations of Mathematical Monographs, 188.

KOZACHENKO, Metric Characterization of Random Variables and Random Processes, Translated from the 1998 Russian original by V. Propriétés locales des fonctions à séries de Fourier aléatoires.

Metric Characterization of Random Variables and Random Processes. 1998, Translations of Mathematics Monograph, AMS, . 88. Duality and reexivity in grand Lebesgue spaces. Kozachenko Yu. Ostrovsky . The Banach Spaces of random Variables of subgaussian Type. Kiev, KSU, 32, 43-57.

The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The following processes appear in detail: pre-Gaussian processes, shot noise processes representable as integrals over processes with independent increments, quadratically Gaussian processes, and, in particular, correlogram-type estimates of the correlation function of a stationary Gaussian process, jointly strictly sub-Gaussian processes, etc. The book consists of eight chapters divided into four parts: The first part deals with classes of random variables and their metric characteristics. The second part presents properties of stochastic processes ``imbedded'' into a space of random variables discussed in the first part. The third part considers applications of the general theory. The fourth part outlines the necessary auxiliary material. Problems and solutions presented show the intrinsic relation existing between probability methods, analytic methods, and functional methods in the theory of stochastic processes. The concluding sections, ``Comments'' and ``References'', gives references to the literature used by the authors in writing the book.