UID:
edocfu_9958353691202883
Umfang:
1 online resource(ix,366p.) :
,
illustrations.
Ausgabe:
Electronic reproduction. Berlin/Boston : De Gruyter, 2013. Mode of access: World Wide Web.
Ausgabe:
System requirements: Web browser.
Ausgabe:
Access may be restricted to users at subscribing institutions.
ISBN:
9783110223996
Serie:
De Gruyter Studies in Mathematics; 50
Inhalt:
Multivariate characteristic functions are the Fourier transforms of distributions of random vectors. They represent an important tool for the study of ifferent problems of probability theory, e.g. limit theorems, characterization problems, and description of special distributions, but they also appear as correlation functions of stationary random fields. This book provides an introduction to the theory of these functions which may be useful also for readers who want to learn about multivariate Fourier transforms. It presents some special topics and several classical and recent applications. Several appendices make the book a must have source.
Anmerkung:
Frontmatter --
,
Preface --
,
Contents --
,
Chapter 1. Characteristic functions --
,
Chapter 2. Correlation functions --
,
Chapter 3. Special properties --
,
Chapter 4. The extension problem --
,
Chapter 5. Selected applications --
,
Appendix A. Basic notation --
,
Appendix B. Basic analysis --
,
Appendix C. Advanced analysis --
,
Appendix D. Functional analysis --
,
Appendix E. Measure theory --
,
Appendix F. Probability --
,
Bibliography --
,
Index.
,
Also available in print edition.
,
In English.
Weitere Ausg.:
ISBN 9783110223989
Weitere Ausg.:
ISBN 9783111740447
Sprache:
Englisch
DOI:
10.1515/9783110223996
URL:
https://doi.org/10.1515/9783110223996
