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Multivariate Characteristic and Correlation Functions

Language EnglishEnglish
Book Hardback
Book Multivariate Characteristic and Correlation Functions Zoltan Sasvari
Libristo code: 01445836
Publishers De Gruyter, March 2013
Multivariate characteristic functions are the Fourier transforms of distributions of random vectors.... Full description
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Multivariate characteristic functions are the Fourier transforms of distributions of random vectors. They represent an important tool for the study of ifferent problems of probability theory, e.g. limit theorems, characterization problems, and description of special distributions, but they also appear as correlation functions of stationary random fields. This book provides an introduction to the theory of these functions which may be useful also for readers who want to learn about multivariate Fourier transforms. It presents some special topics and several classical and recent applications. Several appendices make the book a must have source.

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About the book

Full name Multivariate Characteristic and Correlation Functions
Author Zoltan Sasvari
Language English
Binding Book - Hardback
Date of issue 2013
Number of pages 366
EAN 9783110223989
ISBN 3110223988
Libristo code 01445836
Publishers De Gruyter
Weight 758
Dimensions 175 x 244 x 24

Categories

Mathematics & Science > Mathematics > Probability & statistics
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