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Random Series and Stochastic Integrals: Single and Multiple - Single and Multiple (Paperback, 1st ed. 1992. 2nd printing 2000)
Loot Price: R4,637
Discovery Miles 46 370
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Random Series and Stochastic Integrals: Single and Multiple - Single and Multiple (Paperback, 1st ed. 1992. 2nd printing 2000)
Series: Probability and Its Applications
Expected to ship within 10 - 15 working days
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This book studies the foundations of the theory of linear and
nonlinear forms in single and multiple random variables including
the single and multiple random series and stochastic integrals,
both Gaussian and non-Gaussian. This subject is intimately
connected with a number of classical problems of probability theory
such as the summation of independent random variables, martingale
theory, and Wiener's theory of polynomial chaos. The book contains
a number of older results as well as more recent, or previously
unpublished, results. The emphasis is on domination principles for
comparison of different sequences of random variables and on
decoupling techniques. These tools prove very useful in many areas
ofprobability and analysis, and the book contains only their
selected applications. On the other hand, the use of the Fourier
transform - another classical, but limiting, tool in probability
theory - has been practically eliminated. The book is addressed to
researchers and graduate students in prob ability theory,
stochastic processes and theoretical statistics, as well as in
several areas oftheoretical physics and engineering. Although the
ex position is conducted - as much as is possible - for random
variables with values in general Banach spaces, we strive to avoid
methods that would depend on the intricate geometric properties of
normed spaces. As a result, it is possible to read the book in its
entirety assuming that all the Banach spaces are simply finite
dimensional Euclidean spaces."
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