Investigations in the Theory of Stochastic Processes | ISBN 9781468481594

Investigations in the Theory of Stochastic Processes

herausgegeben von V. N. Sudakov
Buchcover Investigations in the Theory of Stochastic Processes  | EAN 9781468481594 | ISBN 1-4684-8159-2 | ISBN 978-1-4684-8159-4

Investigations in the Theory of Stochastic Processes

herausgegeben von V. N. Sudakov

Inhaltsverzeichnis

  • Probability Measures in Infinite-Dimensional Spaces.
  • Conditions for the Complete Regularity of Continuous-Time Stationary Processes.
  • Complete Regularity of Generalized Stationary Processes.
  • A Condition for the Regularity of a Stationary Gaussian Sequence.
  • A Condition for the Linear Regularity of a Stationary Vector-Valued Sequence.
  • Asymptotic Behavior of the Prediction Error in the Multidimensional Case.
  • Measures Defined by Markov Times.
  • Characterization of Random Functions by Random Preimages.