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Asymptotic Methods in the Theory of Gaussian Processes and Fieldsкнига
- Автор: Piterbarg Vladimir I.
- Год издания: 2012
- Место издания: American Mathematical Society [Providence, R.I., etc.], United States
- Объём: 206 страниц
- ISBN: 978-0-8218-8331-0
- Аннотация: This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.
- Добавил в систему: Питербарг Владимир Ильич