Small Ball Estimates for Gaussian Measures with Applications to Strong Limit Theorems

Download Small Ball Estimates for Gaussian Measures with Applications to Strong Limit Theorems PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 220 pages
Book Rating : 4.:/5 (89 download)

DOWNLOAD NOW!


Book Synopsis Small Ball Estimates for Gaussian Measures with Applications to Strong Limit Theorems by : Wenbo Li

Download or read book Small Ball Estimates for Gaussian Measures with Applications to Strong Limit Theorems written by Wenbo Li and published by . This book was released on 1992 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Gaussian Measures

Download Gaussian Measures PDF Online Free

Author :
Publisher : American Mathematical Soc.
ISBN 13 : 147041869X
Total Pages : 450 pages
Book Rating : 4.4/5 (74 download)

DOWNLOAD NOW!


Book Synopsis Gaussian Measures by : Vladimir I. Bogachev

Download or read book Gaussian Measures written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-01-26 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.

Analysis On Gaussian Spaces

Download Analysis On Gaussian Spaces PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9813142197
Total Pages : 483 pages
Book Rating : 4.8/5 (131 download)

DOWNLOAD NOW!


Book Synopsis Analysis On Gaussian Spaces by : Yaozhong Hu

Download or read book Analysis On Gaussian Spaces written by Yaozhong Hu and published by World Scientific. This book was released on 2016-08-30 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on nonlinear Gaussian functionals. In addition, it covers some topics that are not frequently encountered in other treatments, such as Littlewood-Paley-Stein, etc. This coverage makes the book a valuable addition to the literature. Many results presented in this book were hitherto available only in the research literature in the form of research papers by the author and his co-authors.'Mathematical Reviews ClippingsAnalysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of 'abstract Wiener space'.Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn-Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincaré inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood-Paley-Stein-Meyer theory are given in details.This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood-Paley-Stein-Meyer theory, and the Hörmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.

Strong Limit Theorems for Large and Small Increments of $ \ell ^ P $ -valued Gaussian Processes

Download Strong Limit Theorems for Large and Small Increments of $ \ell ^ P $ -valued Gaussian Processes PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (897 download)

DOWNLOAD NOW!


Book Synopsis Strong Limit Theorems for Large and Small Increments of $ \ell ^ P $ -valued Gaussian Processes by : Miklós Csörgö

Download or read book Strong Limit Theorems for Large and Small Increments of $ \ell ^ P $ -valued Gaussian Processes written by Miklós Csörgö and published by . This book was released on 1991 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Limit Theorems for Large and Small Increments of LP-valued Gaussian Processes

Download Strong Limit Theorems for Large and Small Increments of LP-valued Gaussian Processes PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (658 download)

DOWNLOAD NOW!


Book Synopsis Strong Limit Theorems for Large and Small Increments of LP-valued Gaussian Processes by : Qi-Man Shao

Download or read book Strong Limit Theorems for Large and Small Increments of LP-valued Gaussian Processes written by Qi-Man Shao and published by . This book was released on 1991 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

High-Dimensional Probability

Download High-Dimensional Probability PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1108415199
Total Pages : 299 pages
Book Rating : 4.1/5 (84 download)

DOWNLOAD NOW!


Book Synopsis High-Dimensional Probability by : Roman Vershynin

Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Lectures on Gaussian Processes

Download Lectures on Gaussian Processes PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642249396
Total Pages : 129 pages
Book Rating : 4.6/5 (422 download)

DOWNLOAD NOW!


Book Synopsis Lectures on Gaussian Processes by : Mikhail Lifshits

Download or read book Lectures on Gaussian Processes written by Mikhail Lifshits and published by Springer Science & Business Media. This book was released on 2012-01-11 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmission, Machine Learning - to mention just a few. The objective of these Briefs is to present a quick and condensed treatment of the core theory that a reader must understand in order to make his own independent contributions. The primary intended readership are PhD/Masters students and researchers working in pure or applied mathematics. The first chapters introduce essentials of the classical theory of Gaussian processes and measures with the core notions of reproducing kernel, integral representation, isoperimetric property, large deviation principle. The brevity being a priority for teaching and learning purposes, certain technical details and proofs are omitted. The later chapters touch important recent issues not sufficiently reflected in the literature, such as small deviations, expansions, and quantization of processes. In university teaching, one can build a one-semester advanced course upon these Briefs.​

Stochastic Analysis and Applications, Volume 3

Download Stochastic Analysis and Applications, Volume 3 PDF Online Free

Author :
Publisher : Nova Publishers
ISBN 13 : 9781590338605
Total Pages : 244 pages
Book Rating : 4.3/5 (386 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Analysis and Applications, Volume 3 by : Yeol Je Cho

Download or read book Stochastic Analysis and Applications, Volume 3 written by Yeol Je Cho and published by Nova Publishers. This book was released on 2003 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Analysis & Applications, Volume 3

Gaussian Measures in Hilbert Space

Download Gaussian Measures in Hilbert Space PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 1786302675
Total Pages : 272 pages
Book Rating : 4.7/5 (863 download)

DOWNLOAD NOW!


Book Synopsis Gaussian Measures in Hilbert Space by : Alexander Kukush

Download or read book Gaussian Measures in Hilbert Space written by Alexander Kukush and published by John Wiley & Sons. This book was released on 2020-02-26 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the nexus of probability theory, geometry and statistics, a Gaussian measure is constructed on a Hilbert space in two ways: as a product measure and via a characteristic functional based on Minlos-Sazonov theorem. As such, it can be utilized for obtaining results for topological vector spaces. Gaussian Measures contains the proof for Ferniques theorem and its relation to exponential moments in Banach space. Furthermore, the fundamental Feldman-Hájek dichotomy for Gaussian measures in Hilbert space is investigated. Applications in statistics are also outlined. In addition to chapters devoted to measure theory, this book highlights problems related to Gaussian measures in Hilbert and Banach spaces. Borel probability measures are also addressed, with properties of characteristic functionals examined and a proof given based on the classical Banach–Steinhaus theorem. Gaussian Measures is suitable for graduate students, plus advanced undergraduate students in mathematics and statistics. It is also of interest to students in related fields from other disciplines. Results are presented as lemmas, theorems and corollaries, while all statements are proven. Each subsection ends with teaching problems, and a separate chapter contains detailed solutions to all the problems. With its student-tested approach, this book is a superb introduction to the theory of Gaussian measures on infinite-dimensional spaces.

Strong Limit Theorems for Large and Small Increments of [ell Superscript P]-valued Gaussian Processes

Download Strong Limit Theorems for Large and Small Increments of [ell Superscript P]-valued Gaussian Processes PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (355 download)

DOWNLOAD NOW!


Book Synopsis Strong Limit Theorems for Large and Small Increments of [ell Superscript P]-valued Gaussian Processes by : M. (Miklós) Csörg̋o

Download or read book Strong Limit Theorems for Large and Small Increments of [ell Superscript P]-valued Gaussian Processes written by M. (Miklós) Csörg̋o and published by . This book was released on 1991 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Gaussian Random Functions

Download Gaussian Random Functions PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 9780792333852
Total Pages : 354 pages
Book Rating : 4.3/5 (338 download)

DOWNLOAD NOW!


Book Synopsis Gaussian Random Functions by : M.A. Lifshits

Download or read book Gaussian Random Functions written by M.A. Lifshits and published by Springer Science & Business Media. This book was released on 1995-02-28 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht

Technical Report 180. Strong Limit Theorems for Large and Small Increments of -valued Gaussian Processes

Download Technical Report 180. Strong Limit Theorems for Large and Small Increments of -valued Gaussian Processes PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)

DOWNLOAD NOW!


Book Synopsis Technical Report 180. Strong Limit Theorems for Large and Small Increments of -valued Gaussian Processes by : Carleton University. Laboratory for Research in Statistics and Probability

Download or read book Technical Report 180. Strong Limit Theorems for Large and Small Increments of -valued Gaussian Processes written by Carleton University. Laboratory for Research in Statistics and Probability and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Notices of the American Mathematical Society

Download Notices of the American Mathematical Society PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 998 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!


Book Synopsis Notices of the American Mathematical Society by : American Mathematical Society

Download or read book Notices of the American Mathematical Society written by American Mathematical Society and published by . This book was released on 1993 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt:

American Doctoral Dissertations

Download American Doctoral Dissertations PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 796 pages
Book Rating : 4.3/5 (91 download)

DOWNLOAD NOW!


Book Synopsis American Doctoral Dissertations by :

Download or read book American Doctoral Dissertations written by and published by . This book was released on 1992 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability Theory and Mathematical Statistics

Download Probability Theory and Mathematical Statistics PDF Online Free

Author :
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112314085
Total Pages : 752 pages
Book Rating : 4.1/5 (123 download)

DOWNLOAD NOW!


Book Synopsis Probability Theory and Mathematical Statistics by : B. Grigelionis

Download or read book Probability Theory and Mathematical Statistics written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Probability Theory and Mathematical Statistics".

Limit Theorems and Some Applications in Statistical Physics

Download Limit Theorems and Some Applications in Statistical Physics PDF Online Free

Author :
Publisher : Springer
ISBN 13 :
Total Pages : 260 pages
Book Rating : 4.3/5 (91 download)

DOWNLOAD NOW!


Book Synopsis Limit Theorems and Some Applications in Statistical Physics by : Boris Nahapetian

Download or read book Limit Theorems and Some Applications in Statistical Physics written by Boris Nahapetian and published by Springer. This book was released on 1991-08 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dissertation Abstracts International

Download Dissertation Abstracts International PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 796 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!


Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1993 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: