AN INTRODUCTION TO CONTINUITY, EXTREMA, AND RELATED TOPICS FOR GENERAL GAUSSIAN PROCESSES

It is my aim in these notes to treat two basic and closely related problems in the theory of Gaussian processes: the question of simple path continuity and the distribution of the supremum of a Gaussian process over a fixed set its parameter space.

CONTENTS
1. Introduction
2. Two Basic Results
3. Prelude to Continuity
4. Boundedness and Continuity
5. Suprema Distributions
6. Afterthoughts
7. References
8. Indices



Páginas : 170
Peso : 1 mb.
Formato : DJVU.
Edición : Primera
Año de Publicación : 1990
ISBN : 094060017X
Editorial : Inst of Mathematical Statistic
Autor : Robert J. Adler


depositefilesMediafireMediafire



0 comentarios:

Publicar un comentario