V. Mandrekar Leszek Gawarecki Vidyadhar S. Mandrekar
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).
The book begins with preliminary results on covariance and associated RKHS before introducing the Gaussian process and Gaussian random fields. The authors use chaos expansion to define the Skorokhod integral, which generalizes the Ito integral. They show how the Skorokhod integral is a...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analy...
The purpose of this book is to present results on the subject of weak convergence to study invariance principles in statistical applications. Different techniques, formerly only available in a broad range of literature, are for the first time presented in a self-contained fashion.
The purpose of this book is to present results on the subject of weak convergence to study invariance principles in statistical applications. Diffe...
