Metric characterization of random variables and random processes

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Bibliographic Details
Main Authors: Buldygin V. V (Valeriĭ Vladimirovich)
Group Author: Kozachenko I︠U︡. V 1940-
Published: American Mathematical Society,
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.