Metric Characterization of Random Variables and Random Processes

Author : Valery Buldygin,Yu V. Kozachenko

Hardback

Published : Tuesday 29 February 2000

ISBN : 9780821805336

Price : €168.48

Description

A study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. It also covers pre-Gaussian processes.

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