Multivariate Characteristic and Correlatio...

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Sprache: Englisch

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Beschreibung

In a certain sense characteristic functions and correlation functions are the same, the common underlying concept is positive definiteness. Many results in probability theory, mathematical statistics and stochastic processes can be derived by using these functions. While there are books on characteristic functions of one variable, books devoting some sections to the multivariate case, and books treating the general case of locally compact groups, interestingly there is no book devoted entirely to the multidimensional case which is extremely important for applications. This book is intended to fill this gap at least partially. It makes the basic concepts and results on multivariate characteristic and correlation functions easily accessible to both students and researchers in a comprehensive manner.
The first chapter presents basic results and should be read carefully since it is essential for the understanding of the subsequent chapters. The second chapter is devoted to correlation functions, their applications to stationary processes and some connections to harmonic analysis. In Chapter 3 we deal with several special properties, Chapter 4 is devoted to the extension problem while Chapter 5 contains a few applications. A relatively large appendix comprises topics like infinite products, functional equations, special functions or compact operators.

Erscheinungsjahr:	2013
Fachbereich:	Analysis
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Reihe:	ISSN
Inhalt:	IX 366 S. 29 s/w Illustr. 29 b/w ill.
ISBN-13:	9783110223989
ISBN-10:	3110223988
Sprache:	Englisch
Ausstattung / Beilage:	HC runder Rücken kaschiert
Einband:	Gebunden
Autor:	Sasvári, Zoltán
Hersteller:	De Gruyter de Gruyter, Walter, GmbH ISSN
Maße:	246 x 175 x 32 mm
Von/Mit:	Zoltán Sasvári
Erscheinungsdatum:	15.03.2013
Gewicht:	0,893 kg

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