Hilbert and Banach Space-Valued Stochastic Processes
Edition: Second Edition
Series: Series on Multivariate Analysis: Volume 13
Publisher: World Scientific Publishing Co Pvt Ltd
Published: 12 March, 2021
Place of publication: San Bernardino, USA
Language: eng
Format: Hardcover
Number of pages: 540
ISBN-13: 9789811211744
Copyright date: ©2021
Description: Emphasis is on the use of functional analysis and harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong large numbers. Generalizations are made to consider Banach space valued stochastic processes to include processes of pth order for p ≥ 1. Readers may find that the covariance kernel is always emphasized and reveals another aspect of stochastic processes.
Notes: Contains bibliography and index.
This book is intended not only for probabilists and statisticians, but also for functional analysts and communication engineers.