Hilbert And Banach Space-valued Stochastic Processes Av Yuichiro (california State Univ San Bernardino Usa) Kakihara

This is a development of the book entitled Multidimensional Second Order Stochastic Processes. It provides a research expository treatment of infinite-dimensional stationary and nonstationary stochastic processes or time series, based on Hilbert and Banach space-valued second order random variables. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cram¿and Karhunen classes as well as the stationary class. A new type of the Radon-Nikod¿m derivative of a Banach space-valued measure is introduced, together with Schauder basic measures, to study uniformly bounded linearly stationary processes.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 laws of large numbers

Pris: kr 1959.00 fra Norli