Gaussian Random Processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1978
|
| Schriftenreihe: | Applications of Mathematics, Applied Probability Control Economics Information and Communication Modeling and Identification Numerical Techniques Optimization
9 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes |
| Beschreibung: | 1 Online-Ressource (X, 277 p) |
| ISBN: | 9781461262756 9781461262770 |
| ISSN: | 0172-4568 |
| DOI: | 10.1007/978-1-4612-6275-6 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042420463 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s1978 |||| o||u| ||||||eng d | ||
| 020 | |a 9781461262756 |c Online |9 978-1-4612-6275-6 | ||
| 020 | |a 9781461262770 |c Print |9 978-1-4612-6277-0 | ||
| 024 | 7 | |a 10.1007/978-1-4612-6275-6 |2 doi | |
| 035 | |a (OCoLC)863768557 | ||
| 035 | |a (DE-599)BVBBV042420463 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 510 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Ibragimov, I. A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Gaussian Random Processes |c by I. A. Ibragimov, Y. A. Rozanov |
| 264 | 1 | |a New York, NY |b Springer New York |c 1978 | |
| 300 | |a 1 Online-Ressource (X, 277 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Applications of Mathematics, Applied Probability Control Economics Information and Communication Modeling and Identification Numerical Techniques Optimization |v 9 |x 0172-4568 | |
| 500 | |a The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Mathematics, general | |
| 650 | 4 | |a Mathematik | |
| 650 | 0 | 7 | |a Gauß-Prozess |0 (DE-588)4156111-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Gauß-Prozess |0 (DE-588)4156111-9 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 689 | 1 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 1 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Rozanov, Y. A. |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4612-6275-6 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027855880 | ||
| 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 | |
Datensatz im Suchindex
| _version_ | 1804153092392878080 |
|---|---|
| any_adam_object | |
| author | Ibragimov, I. A. |
| author_facet | Ibragimov, I. A. |
| author_role | aut |
| author_sort | Ibragimov, I. A. |
| author_variant | i a i ia iai |
| building | Verbundindex |
| bvnumber | BV042420463 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)863768557 (DE-599)BVBBV042420463 |
| dewey-full | 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 510 - Mathematics |
| dewey-raw | 510 |
| dewey-search | 510 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4612-6275-6 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03407nmm a2200505zcb4500</leader><controlfield tag="001">BV042420463</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s1978 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461262756</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4612-6275-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461262770</subfield><subfield code="c">Print</subfield><subfield code="9">978-1-4612-6277-0</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4612-6275-6</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)863768557</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042420463</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">510</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Ibragimov, I. A.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Gaussian Random Processes</subfield><subfield code="c">by I. A. Ibragimov, Y. A. Rozanov</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer New York</subfield><subfield code="c">1978</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (X, 277 p)</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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Applications of Mathematics, Applied Probability Control Economics Information and Communication Modeling and Identification Numerical Techniques Optimization</subfield><subfield code="v">9</subfield><subfield code="x">0172-4568</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics, general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</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">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</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="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Rozanov, Y. A.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4612-6275-6</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027855880</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></record></collection> |
| id | DE-604.BV042420463 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:07Z |
| institution | BVB |
| isbn | 9781461262756 9781461262770 |
| issn | 0172-4568 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027855880 |
| oclc_num | 863768557 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (X, 277 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1978 |
| publishDateSearch | 1978 |
| publishDateSort | 1978 |
| publisher | Springer New York |
| record_format | marc |
| series2 | Applications of Mathematics, Applied Probability Control Economics Information and Communication Modeling and Identification Numerical Techniques Optimization |
| spelling | Ibragimov, I. A. Verfasser aut Gaussian Random Processes by I. A. Ibragimov, Y. A. Rozanov New York, NY Springer New York 1978 1 Online-Ressource (X, 277 p) txt rdacontent c rdamedia cr rdacarrier Applications of Mathematics, Applied Probability Control Economics Information and Communication Modeling and Identification Numerical Techniques Optimization 9 0172-4568 The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes Mathematics Mathematics, general Mathematik Gauß-Prozess (DE-588)4156111-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Gauß-Prozess (DE-588)4156111-9 s 1\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s 2\p DE-604 Rozanov, Y. A. Sonstige oth https://doi.org/10.1007/978-1-4612-6275-6 Verlag Volltext 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 |
| spellingShingle | Ibragimov, I. A. Gaussian Random Processes Mathematics Mathematics, general Mathematik Gauß-Prozess (DE-588)4156111-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4156111-9 (DE-588)4057630-9 |
| title | Gaussian Random Processes |
| title_auth | Gaussian Random Processes |
| title_exact_search | Gaussian Random Processes |
| title_full | Gaussian Random Processes by I. A. Ibragimov, Y. A. Rozanov |
| title_fullStr | Gaussian Random Processes by I. A. Ibragimov, Y. A. Rozanov |
| title_full_unstemmed | Gaussian Random Processes by I. A. Ibragimov, Y. A. Rozanov |
| title_short | Gaussian Random Processes |
| title_sort | gaussian random processes |
| topic | Mathematics Mathematics, general Mathematik Gauß-Prozess (DE-588)4156111-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Mathematics, general Mathematik Gauß-Prozess Stochastischer Prozess |
| url | https://doi.org/10.1007/978-1-4612-6275-6 |
| work_keys_str_mv | AT ibragimovia gaussianrandomprocesses AT rozanovya gaussianrandomprocesses |