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Stochastic Processes: Harmonizable Theory [Kõva köide]

(Univ Of California, Riverside, Usa)
  • Formaat: Hardback, 340 pages
  • Sari: Series On Multivariate Analysis 12
  • Ilmumisaeg: 05-Oct-2020
  • Kirjastus: World Scientific Publishing Co Pte Ltd
  • ISBN-10: 9811213658
  • ISBN-13: 9789811213656
Teised raamatud teemal:
  • Formaat: Hardback, 340 pages
  • Sari: Series On Multivariate Analysis 12
  • Ilmumisaeg: 05-Oct-2020
  • Kirjastus: World Scientific Publishing Co Pte Ltd
  • ISBN-10: 9811213658
  • ISBN-13: 9789811213656
Teised raamatud teemal:
The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass. It also gives the structural and some key applications in detail. These include Levy's Brownian motion, a probabilistic proof of the longstanding Riemann's hypothesis, random fields indexed by LCA and hypergroups, extensions to bistochastic operators, Cramér-Karhunen classes, as well as bistochastic operators with some statistical applications.The material is accessible to graduate students in probability and statistics as well as to engineers in theoretical applications. There are numerous extensions and applications pointed out in the book that will inspire readers to delve deeper.
Preface vii
1 Harmonizability And Stochastic Analysis
1(42)
1.1 Second Order Processes and Stationarity
1(2)
1.2 Admissible Means for Stationary Processes and Extensions
3(14)
1.3 Positive Definiteness as a Basis of Stochastic Analysis
17(15)
1.4 Important Remarks on Abstract and Concrete Versions of Hilbert Spaces
32(4)
1.5 Complements and Exercises
36(3)
1.6 Bibliographical Notes
39(4)
2 Harmonic Approaches For Integrable Processes
43(88)
2.1 Morse-Transue Integration Method and Stochastic Analysis
43(16)
2.2 V-Boundedness, Weak and Strong Harmonizabilities
59(13)
2.3 Harmonizability and Stationary Dilations for Applications
72(5)
2.4 Domination of Vector Measures and Application to Cramer and Karhunen Processes
77(10)
2.5 Multiple Generalized Random Fields
87(15)
2.6 Local Functionals in Probability; Their Integral Representations and Applications
102(7)
2.7 A Probabilistic Proof of Riemann's Hypothesis
109(6)
2.8 Admissible Means of Second Order Processes
115(7)
2.9 Complements and Exercises
122(5)
2.10 Bibliographical Notes
127(4)
3 Applications And Extensions Of Harmonizable Processes
131(46)
3.1 Special Classes of Weak Harmonizability
131(10)
3.2 Linear Models for Weakly Harmonizable Classes
141(5)
3.3 Application to Signal Extraction from Noise, and Sampling
146(11)
3.4 Class (KF) and Nonstationary Processes Applications
157(7)
3.5 Further Classifications and Representations of Second Order Processes
164(7)
3.6 Complements and Exercises
171(4)
3.7 Bibliographical Notes
175(2)
4 Isotropic Harmonizable Fields And Applications
177(52)
4.1 Harmonizability for Multiple Indexed Random Classes
177(8)
4.2 A Classification of Isotropic Covariances
185(10)
4.3 Representations of Multiple Generalized Random Fields
195(6)
4.4 Remarks on Harmonizability and Isotropy for Generalized Fields
201(2)
4.5 Summability Methods for Second Order Random Processes
203(3)
4.6 Prediction Problems for Stochastic Flows
206(17)
4.7 Complements and Exercises
223(4)
4.8 Bibliographical Notes
227(2)
5 Harmonizable Fields On Groups And Hypergroups
229(30)
5.1 Bimeasures and Morse-Transue (or MT-) Integrals
229(5)
5.2 Harmonizability on LCA Groups
234(11)
5.3 Harmonizability on Hypergroups
245(2)
5.4 Remarks on Strict Harmonizability and V-Boundedness
247(2)
5.5 Vector-Valued Harmonizable Random Fields
249(1)
5.6 Cramer and Karhunen Extensions of Harmonizability Compared
250(1)
5.7 Complements and Exercises
251(5)
5.8 Bibliographical Notes
256(3)
6 Some Extensions Of Harmonizable Random Fields
259(44)
6.1 Introduction
259(1)
6.2 Harmonizability, Isotropy and Their Analyses
260(9)
6.3 Some Moving Averages and Sampling of Harmonizable Classes
269(13)
6.4 Multivariate Harmonizable Random Fields
282(7)
6.5 Optimum Harmonizable Filtering with Squared Loss
289(5)
6.6 Applications and Extensions of Harmonizable Fields
294(3)
6.7 Complements and Exercises
297(4)
6.8 Bibliographical Notes
301(2)
Bibliography 303(18)
Notation Index 321(2)
Author Index 323(4)
Subject Index 327