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Stochastic Processes: Harmonizable Theory
Hardcover
Series: Multivariate Analysis, Book 12
General MathematicsProbability & Statistics
ISBN13: 9789811213656
Publisher: World Scientific Publishing Company
Published: Oct 2 2020
Pages: 340
Weight: 1.38
Height: 0.81 Width: 6.00 Depth: 9.00
Language: English
The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass. It also gives the structural and some key applications in detail. These include Levy's Brownian motion, a probabilistic proof of the longstanding Riemann's hypothesis, random fields indexed by LCA and hypergroups, extensions to bistochastic operators, Cramér-Karhunen classes, as well as bistochastic operators with some statistical applications.
The material is accessible to graduate students in probability and statistics as well as to engineers in theoretical applications. There are numerous extensions and applications pointed out in the book that will inspire readers to delve deeper.
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