Stochastic Processes: Harmonizable Theory

£90.00

Stochastic Processes: Harmonizable Theory

Probability and statistics Stochastics

Author: Malempati Madhusudana Rao

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Collection: Series On Multivariate Analysis

Language: English

Published by: World Scientific

Published on: 21st September 2020

Format: LCP-protected ePub

Size: 340 pages

ISBN: 9789811213670


Introduction

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.

Key Topics

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.

Audience and 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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