
Stationary Stochastic Processes
Takeyuki Hida(Author)
Princeton University Press
Will be published approx. on 19. April 2016
Book
Hardback
174 pages
978-0-691-64807-1 (ISBN)
Description
Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
More details
Series
Language
English
Place of publication
New Jersey
United States
Target group
College/higher education
Professional and scholarly
Product notice
Trade binding
Dimensions
Height: 260 mm
Width: 183 mm
Thickness: 14 mm
Weight
534 gr
ISBN-13
978-0-691-64807-1 (9780691648071)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Takeyuki Hida
Stationary Stochastic Processes
E-Book
06/2015
1st Edition
Princeton University Press
€39.99
Available for download
Person
Takeyuki Hida
Content
*Frontmatter, pg. i*Preface, pg. iii*Contents, pg. iv*0. Introduction, pg. 1*1. Background, pg. 3*2. Brownian motion, pg. 14*3. Additive processes, pg. 31*4. Stationary processes, pg. 62*5. Gaussian processes, pg. 86*6. Hilbert space(L2) arising from white noise, pg. 94*7. FLow of the Brownian motion., pg. 106*8. Infinite dimensional rotation group, pg. 113*9. Fourier Analysis on (L2 ) , motion group and Laplacian, pg. 120*10. Applications, pg. 135*11. Generalized White Noise, pg. 147*Appendix, pg. 163