Brownian motion, the fredholm determinant, and time series analysis:
Brownian motion is an important topic in various applied fields where the analysis of random events is necessary. Introducing Brownian motion from a statistical viewpoint, this detailed text examines the distribution of quadratic plus linear or bilinear functionals of Brownian motion and demonstrate...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2025
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| Series: | Institute of Mathematical Statistics monographs
9 |
| Subjects: | |
| Online Access: | DE-12 DE-634 DE-92 Volltext |
| Summary: | Brownian motion is an important topic in various applied fields where the analysis of random events is necessary. Introducing Brownian motion from a statistical viewpoint, this detailed text examines the distribution of quadratic plus linear or bilinear functionals of Brownian motion and demonstrates the utility of this approach for time series analysis. It also offers the first comprehensive guide on deriving the Fredholm determinant and the resolvent associated with such statistics. Presuming only a familiarity with standard statistical theory and the basics of stochastic processes, this book brings together a set of important statistical tools in one accessible resource for researchers and graduate students. Readers also benefit from online appendices, which provide probability density graphs and solutions to the chapter problems |
| Item Description: | Title from publisher's bibliographic system (viewed on 19 Dec 2024) |
| Physical Description: | 1 Online-Ressource (x, 341 Seiten) |
| ISBN: | 9781009567008 |
| DOI: | 10.1017/9781009567008 |
Staff View
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| id | DE-604.BV050164356 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-31T18:10:23Z |
| institution | BVB |
| isbn | 9781009567008 |
| language | English |
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| physical | 1 Online-Ressource (x, 341 Seiten) |
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| publisher | Cambridge University Press |
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| spelling | Tanaka, Katsuto Verfasser aut Brownian motion, the fredholm determinant, and time series analysis Katsuto Tanaka Cambridge Cambridge University Press 2025 1 Online-Ressource (x, 341 Seiten) txt rdacontent c rdamedia cr rdacarrier Institute of Mathematical Statistics monographs 9 Title from publisher's bibliographic system (viewed on 19 Dec 2024) Brownian motion is an important topic in various applied fields where the analysis of random events is necessary. Introducing Brownian motion from a statistical viewpoint, this detailed text examines the distribution of quadratic plus linear or bilinear functionals of Brownian motion and demonstrates the utility of this approach for time series analysis. It also offers the first comprehensive guide on deriving the Fredholm determinant and the resolvent associated with such statistics. Presuming only a familiarity with standard statistical theory and the basics of stochastic processes, this book brings together a set of important statistical tools in one accessible resource for researchers and graduate students. Readers also benefit from online appendices, which provide probability density graphs and solutions to the chapter problems Brownian motion processes Statistics Erscheint auch als Druck-Ausgabe 9781009566995 https://doi.org/10.1017/9781009567008?locatt=mode:legacy Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Tanaka, Katsuto Brownian motion, the fredholm determinant, and time series analysis Brownian motion processes Statistics |
| title | Brownian motion, the fredholm determinant, and time series analysis |
| title_auth | Brownian motion, the fredholm determinant, and time series analysis |
| title_exact_search | Brownian motion, the fredholm determinant, and time series analysis |
| title_full | Brownian motion, the fredholm determinant, and time series analysis Katsuto Tanaka |
| title_fullStr | Brownian motion, the fredholm determinant, and time series analysis Katsuto Tanaka |
| title_full_unstemmed | Brownian motion, the fredholm determinant, and time series analysis Katsuto Tanaka |
| title_short | Brownian motion, the fredholm determinant, and time series analysis |
| title_sort | brownian motion the fredholm determinant and time series analysis |
| topic | Brownian motion processes Statistics |
| topic_facet | Brownian motion processes Statistics |
| url | https://doi.org/10.1017/9781009567008?locatt=mode:legacy |
| work_keys_str_mv | AT tanakakatsuto brownianmotionthefredholmdeterminantandtimeseriesanalysis |