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Gaussian Random Functions

Name: Gaussian Random Functions
Brand: Springer Netherlands
SKU: 01394711
Price: 107810 HUF
Availability: InStock
Author: M.A. Lifshits
ISBN: 9780792333852

M.A. Lifshits

Language

English

Book Hardback

Libristo code: 01394711

Publishers Springer Netherlands, November 1994

The last decade not only enriched the theory of Gaussian random functions with several new and impor... Full description

Libristo code: 01394711

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107 810 Ft

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The last decade not only enriched the theory of Gaussian random functions with several new and important results, but also marked a significant shift in the approach to presenting the material. New, simple and short proofs of a number of fundamental statements have appeared, based on the systematic use of the convexity of measures the isoperimetric inequalities. This volume presents a coherent, compact, and mathematically complete series of the most essential properties of Gaussian random functions. The book focuses on a number of fundamental objects in the theory of Gaussian random functions and exposes their interrelations. The basic plots presented in the book embody: the kernel of a Gaussian measure, the model of a Gaussian random function, oscillations of sample functions, the convexity and isoperimetric inequalities, the regularity of sample functions of means of entropy characteristics and the majorizing measures, functional laws of the iterated logarithm, estimates for the probabilities of large deviations. This volume will be of interest to mathematicians and scientists who use stochastic methods in their research. It will also be of great value to students in probability theory.