Brownian motion, the Fredholm determinant, and time series analysis / Katsuto Tanaka (Hitotsubashi University, Tokyo)

Von:

Tanaka, Katsuto, 1950- [VerfasserIn]

Resource type: Ressourcentyp: BuchBuchSprache: Englisch Reihen: Institute of Mathematical Statistics. Institute of Mathematical Statistics monographs ; 9Verlag: Cambridge : Cambridge University Press, 2025Beschreibung: x, 341 Seiten : IllustrationenISBN:

9781009566995

Schlagwörter:

Andere physische Formen: Kein Titel | 9781009567008 | 9781009566995 | Erscheint auch als: Brownian motion, the fredholm determinant, and time series analysis. Online-Ausgabe Cambridge : Cambridge University Press, 2025. 1 online resource (x, 341 pages)DDC-Klassifikation:

519.23 23

MSC: MSC: 60-01Zusammenfassung: 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.PPN: PPN: 192118146X

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Exemplare
Medientyp	Heimatbibliothek	Standort	Signatur	Status	Barcode
Freihandbestand ausleihbar	Fachbibliothek Mathematik	Bibliothek / frei aufgestellt	Stoch. / Tan	Verfügbar	36544641090

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