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Twenty Lectures About Gaussian Processes
Taschenbuch von Vladimir Ilich Piterbarg
Sprache: Englisch

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Beschreibung
"Twenty Lectures ..." is based on a course that Professor Piterbarg, a founder of the asymptotic theory of Gaussian processes and fields, teaches to higher-level undergraduate and graduate students at the Faculty of Mechanics and Mathematics, Lomonosov Moscow State University. Written in a clear and succinct style, the book provides a wide-ranging introduction to the field.

The first half of the book is devoted to the general theory of Gaussian distributions in both finite- and infinite-dimensional vector spaces. Fundamental results, such as Slepian's, Fernique-Sudakov's and Berman's inequalities, among many others, are clearly explained from a modern, unified point of view.

The second half of the book focuses on asymptotic methods, in particular on distributions of high extrema of Gaussian processes and fields. Foundational tools such as the Double Sum Method, the Method of Moments, and the Comparison Method, invented and popularized by the author, are prominently featured. This part adapts material from Professor Piterbarg's famous monograph to make it more accessible to a wider audience.

No previous knowledge of stochastic processes is assumed, as all results are derived from a few basic facts of calculus and functional analysis. Written by a world-renowned expert in the field, "Twenty Lectures ..." is a must-read for students and experienced researchers alike - or anyone with an interest in Gaussian processes and fields. The text provides an excellent basis for a full-length graduate course.

Albert N. Shiryaev, Member of the Russian Academy of Sciences, Chair of the Department of Probability Theory, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, says:

"Professor Piterbarg's lectures are finally available in English and there is simply no other book on the subject that compares. Having contributed so much to the development of the asymptotic theory of Gaussian processes, the author manages to keep his lectures accessible yet rigorous. The lectures cover such a wide range of results and tools that this book is absolutely indispensable to anyone with an interest in the subject."
"Twenty Lectures ..." is based on a course that Professor Piterbarg, a founder of the asymptotic theory of Gaussian processes and fields, teaches to higher-level undergraduate and graduate students at the Faculty of Mechanics and Mathematics, Lomonosov Moscow State University. Written in a clear and succinct style, the book provides a wide-ranging introduction to the field.

The first half of the book is devoted to the general theory of Gaussian distributions in both finite- and infinite-dimensional vector spaces. Fundamental results, such as Slepian's, Fernique-Sudakov's and Berman's inequalities, among many others, are clearly explained from a modern, unified point of view.

The second half of the book focuses on asymptotic methods, in particular on distributions of high extrema of Gaussian processes and fields. Foundational tools such as the Double Sum Method, the Method of Moments, and the Comparison Method, invented and popularized by the author, are prominently featured. This part adapts material from Professor Piterbarg's famous monograph to make it more accessible to a wider audience.

No previous knowledge of stochastic processes is assumed, as all results are derived from a few basic facts of calculus and functional analysis. Written by a world-renowned expert in the field, "Twenty Lectures ..." is a must-read for students and experienced researchers alike - or anyone with an interest in Gaussian processes and fields. The text provides an excellent basis for a full-length graduate course.

Albert N. Shiryaev, Member of the Russian Academy of Sciences, Chair of the Department of Probability Theory, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, says:

"Professor Piterbarg's lectures are finally available in English and there is simply no other book on the subject that compares. Having contributed so much to the development of the asymptotic theory of Gaussian processes, the author manages to keep his lectures accessible yet rigorous. The lectures cover such a wide range of results and tools that this book is absolutely indispensable to anyone with an interest in the subject."
Details
Erscheinungsjahr: 2015
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9780984422197
ISBN-10: 0984422196
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Piterbarg, Vladimir Ilich
Hersteller: Atlantic Financial Press
Maße: 234 x 156 x 11 mm
Von/Mit: Vladimir Ilich Piterbarg
Erscheinungsdatum: 18.03.2015
Gewicht: 0,286 kg
Artikel-ID: 104781312
Details
Erscheinungsjahr: 2015
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9780984422197
ISBN-10: 0984422196
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Piterbarg, Vladimir Ilich
Hersteller: Atlantic Financial Press
Maße: 234 x 156 x 11 mm
Von/Mit: Vladimir Ilich Piterbarg
Erscheinungsdatum: 18.03.2015
Gewicht: 0,286 kg
Artikel-ID: 104781312
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