Gaussian random functions:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Dordrecht [u.a.]
Kluwer
1995
|
Schriftenreihe: | Mathematics and its applications
322 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XI, 333 S. graph. Darst. |
ISBN: | 0792333853 |
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
---|---|---|---|
001 | BV010513216 | ||
003 | DE-604 | ||
005 | 19960515 | ||
007 | t | ||
008 | 951206s1995 d||| m||| 00||| engod | ||
020 | |a 0792333853 |9 0-7923-3385-3 | ||
035 | |a (OCoLC)246725630 | ||
035 | |a (DE-599)BVBBV010513216 | ||
040 | |a DE-604 |b ger |e rakddb | ||
041 | 0 | |a eng | |
049 | |a DE-12 |a DE-739 |a DE-355 |a DE-19 |a DE-91 |a DE-824 |a DE-29T |a DE-83 |a DE-11 |a DE-188 | ||
082 | 0 | |a 519.2 | |
084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
084 | |a 60Fxx |2 msc | ||
084 | |a MAT 603f |2 stub | ||
084 | |a 60Exx |2 msc | ||
100 | 1 | |a Lifšic, Michail A. |d 1956- |e Verfasser |0 (DE-588)12396718X |4 aut | |
245 | 1 | 0 | |a Gaussian random functions |c by M. A. Lifshits |
264 | 1 | |a Dordrecht [u.a.] |b Kluwer |c 1995 | |
300 | |a XI, 333 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a Mathematics and its applications |v 322 | |
650 | 0 | 7 | |a Normalverteilung |0 (DE-588)4075494-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Gauß-Prozess |0 (DE-588)4156111-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Zufällige Folge |0 (DE-588)4191092-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Maßtheorie |0 (DE-588)4074626-4 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Konvexe Funktion |0 (DE-588)4139679-0 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Zufallsfunktion |0 (DE-588)4191096-5 |2 gnd |9 rswk-swf |
655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
689 | 0 | 0 | |a Gauß-Prozess |0 (DE-588)4156111-9 |D s |
689 | 0 | |5 DE-604 | |
689 | 1 | 0 | |a Zufallsfunktion |0 (DE-588)4191096-5 |D s |
689 | 1 | 1 | |a Normalverteilung |0 (DE-588)4075494-7 |D s |
689 | 1 | |5 DE-188 | |
689 | 2 | 0 | |a Konvexe Funktion |0 (DE-588)4139679-0 |D s |
689 | 2 | |8 1\p |5 DE-604 | |
689 | 3 | 0 | |a Maßtheorie |0 (DE-588)4074626-4 |D s |
689 | 3 | |8 2\p |5 DE-604 | |
689 | 4 | 0 | |a Zufällige Folge |0 (DE-588)4191092-8 |D s |
689 | 4 | |8 3\p |5 DE-604 | |
830 | 0 | |a Mathematics and its applications |v 322 |w (DE-604)BV008163334 |9 322 | |
856 | 4 | 2 | |m HEBIS Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007007150&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
999 | |a oai:aleph.bib-bvb.de:BVB01-007007150 | ||
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 3\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk |
Datensatz im Suchindex
_version_ | 1804124979492552704 |
---|---|
adam_text | Gaussian
Random Functions
by
M A Lifshits
St Petersburg University of Finance and Economics,
St Petersburg, Russia
met ^
ft
KLUWER ACADEMIC PUBLISHERS
DORDRECHT / BOSTON / LONDON
TABLE OF CONTENTS
Preface vii
Section 1 Gaussian distributions and random variables 1
Section 2 Multi-dimensional Gaussian distributions 8
Section 3 Covariances 16
Section 4 Random functions 22
Section 5 Examples of Gaussian random functions 30
Section 6 Modelling the covariances 41
Section 7 Oscillations 33
Section 8 Infinite-dimensional Gaussian distributions 68
Section 9 Linear functionals, admissible shifts, and the kernel 84
Section 10 The most important Gaussian distributions 101
Section 11 Convexity and the isoperimetric inequality 108
Section 12 The large deviations principle 139
Section 13 Exact asymptotics of large deviations 156
Section 14 Metric entropy and the comparison principle 177
Section 15 Continuity and boundedness 211
Section 16 Majorizing measures 230
Section 17 The functional law of the iterated logarithm 246
Section 18 Small deviations 258
Section 19 Several open problems 276
Comments 282
References 295
Subject Index 327
List of Basic Notations 331
|
any_adam_object | 1 |
author | Lifšic, Michail A. 1956- |
author_GND | (DE-588)12396718X |
author_facet | Lifšic, Michail A. 1956- |
author_role | aut |
author_sort | Lifšic, Michail A. 1956- |
author_variant | m a l ma mal |
building | Verbundindex |
bvnumber | BV010513216 |
classification_rvk | SK 820 |
classification_tum | MAT 603f |
ctrlnum | (OCoLC)246725630 (DE-599)BVBBV010513216 |
dewey-full | 519.2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02497nam a2200601 cb4500</leader><controlfield tag="001">BV010513216</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19960515 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">951206s1995 d||| m||| 00||| engod</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0792333853</subfield><subfield code="9">0-7923-3385-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)246725630</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV010513216</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60Fxx</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 603f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60Exx</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lifšic, Michail A.</subfield><subfield code="d">1956-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)12396718X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Gaussian random functions</subfield><subfield code="c">by M. A. Lifshits</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Dordrecht [u.a.]</subfield><subfield code="b">Kluwer</subfield><subfield code="c">1995</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 333 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Mathematics and its applications</subfield><subfield code="v">322</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Normalverteilung</subfield><subfield code="0">(DE-588)4075494-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Gauß-Prozess</subfield><subfield code="0">(DE-588)4156111-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zufällige Folge</subfield><subfield code="0">(DE-588)4191092-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Maßtheorie</subfield><subfield code="0">(DE-588)4074626-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Konvexe Funktion</subfield><subfield code="0">(DE-588)4139679-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zufallsfunktion</subfield><subfield code="0">(DE-588)4191096-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Gauß-Prozess</subfield><subfield code="0">(DE-588)4156111-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Zufallsfunktion</subfield><subfield code="0">(DE-588)4191096-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Normalverteilung</subfield><subfield code="0">(DE-588)4075494-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Konvexe Funktion</subfield><subfield code="0">(DE-588)4139679-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Maßtheorie</subfield><subfield code="0">(DE-588)4074626-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="4" ind2="0"><subfield code="a">Zufällige Folge</subfield><subfield code="0">(DE-588)4191092-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Mathematics and its applications</subfield><subfield code="v">322</subfield><subfield code="w">(DE-604)BV008163334</subfield><subfield code="9">322</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HEBIS Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007007150&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007007150</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
genre_facet | Hochschulschrift |
id | DE-604.BV010513216 |
illustrated | Illustrated |
indexdate | 2024-07-09T17:54:16Z |
institution | BVB |
isbn | 0792333853 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007007150 |
oclc_num | 246725630 |
open_access_boolean | |
owner | DE-12 DE-739 DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-824 DE-29T DE-83 DE-11 DE-188 |
owner_facet | DE-12 DE-739 DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-824 DE-29T DE-83 DE-11 DE-188 |
physical | XI, 333 S. graph. Darst. |
publishDate | 1995 |
publishDateSearch | 1995 |
publishDateSort | 1995 |
publisher | Kluwer |
record_format | marc |
series | Mathematics and its applications |
series2 | Mathematics and its applications |
spelling | Lifšic, Michail A. 1956- Verfasser (DE-588)12396718X aut Gaussian random functions by M. A. Lifshits Dordrecht [u.a.] Kluwer 1995 XI, 333 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematics and its applications 322 Normalverteilung (DE-588)4075494-7 gnd rswk-swf Gauß-Prozess (DE-588)4156111-9 gnd rswk-swf Zufällige Folge (DE-588)4191092-8 gnd rswk-swf Maßtheorie (DE-588)4074626-4 gnd rswk-swf Konvexe Funktion (DE-588)4139679-0 gnd rswk-swf Zufallsfunktion (DE-588)4191096-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Gauß-Prozess (DE-588)4156111-9 s DE-604 Zufallsfunktion (DE-588)4191096-5 s Normalverteilung (DE-588)4075494-7 s DE-188 Konvexe Funktion (DE-588)4139679-0 s 1\p DE-604 Maßtheorie (DE-588)4074626-4 s 2\p DE-604 Zufällige Folge (DE-588)4191092-8 s 3\p DE-604 Mathematics and its applications 322 (DE-604)BV008163334 322 HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007007150&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Lifšic, Michail A. 1956- Gaussian random functions Mathematics and its applications Normalverteilung (DE-588)4075494-7 gnd Gauß-Prozess (DE-588)4156111-9 gnd Zufällige Folge (DE-588)4191092-8 gnd Maßtheorie (DE-588)4074626-4 gnd Konvexe Funktion (DE-588)4139679-0 gnd Zufallsfunktion (DE-588)4191096-5 gnd |
subject_GND | (DE-588)4075494-7 (DE-588)4156111-9 (DE-588)4191092-8 (DE-588)4074626-4 (DE-588)4139679-0 (DE-588)4191096-5 (DE-588)4113937-9 |
title | Gaussian random functions |
title_auth | Gaussian random functions |
title_exact_search | Gaussian random functions |
title_full | Gaussian random functions by M. A. Lifshits |
title_fullStr | Gaussian random functions by M. A. Lifshits |
title_full_unstemmed | Gaussian random functions by M. A. Lifshits |
title_short | Gaussian random functions |
title_sort | gaussian random functions |
topic | Normalverteilung (DE-588)4075494-7 gnd Gauß-Prozess (DE-588)4156111-9 gnd Zufällige Folge (DE-588)4191092-8 gnd Maßtheorie (DE-588)4074626-4 gnd Konvexe Funktion (DE-588)4139679-0 gnd Zufallsfunktion (DE-588)4191096-5 gnd |
topic_facet | Normalverteilung Gauß-Prozess Zufällige Folge Maßtheorie Konvexe Funktion Zufallsfunktion Hochschulschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007007150&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV008163334 |
work_keys_str_mv | AT lifsicmichaila gaussianrandomfunctions |