Metric characterization of random variables and random processes
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Main Authors: | |
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Group Author: | |
Published: |
American Mathematical Society,
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Publisher Address: | Providence, R.I. |
Publication Dates: | c2000. |
Literature type: | Book |
Language: | English |
Series: |
Translations of mathematical monographs ; v. 188 |
Subjects: | |
Item Description: | Metricheskie kharakteristiki sluchaĭnykh velichin i prot︠s︡essov. |
Carrier Form: | xii, 257 p.: ; 26 cm. |
ISBN: | 0821805339 (alk. paper) |
Index Number: | O211 |
CLC: |
O211.6 O211.5 |
Call Number: | O211.5/B933 |
Contents: |
Includes bibliographical references (p. 241-247) and index. Sub-Gaussian and pre-Gaussian random variables -- Orlicz spaces of random variables -- Regularity of sample paths of a stochastic process -- Pre-Gaussian processes -- Shot noise processes and their properties -- Correlograms of stationary Gaussian processes -- Jointly sub-Gaussian, super-Gaussian, and pseudo-Gaussian stochastic processes. |