Gaussian Processes - Translations of Mathematical Monographs (Paperback)
  • Gaussian Processes - Translations of Mathematical Monographs (Paperback)
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Gaussian Processes - Translations of Mathematical Monographs (Paperback)

£76.95
Paperback Published: 30/07/2007
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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.

Publisher: American Mathematical Society
ISBN: 9780821843581
Weight: 372 g

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