Stochastic Processes: Harmonizable Theory

Stochastic Processes: Harmonizable Theory
Author :
Publisher : World Scientific
Total Pages : 341
Release :
ISBN-10 : 9789811213670
ISBN-13 : 9811213674
Rating : 4/5 (674 Downloads)

Book Synopsis Stochastic Processes: Harmonizable Theory by : Malempati Madhusudana Rao

Download or read book Stochastic Processes: Harmonizable Theory written by Malempati Madhusudana Rao and published by World Scientific. This book was released on 2020-09-21 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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