Multivariate Characteristic and Correlation Functions
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| Title: | Multivariate Characteristic and Correlation Functions |
|---|---|
| Description: | In a certain sense characteristic functions and correlation functions are the same, the common underlying concept is positive definiteness. Many results in probability theory, mathematical statistics and stochastic processes can be derived by using these functions. While there are books on characteristic functions of one variable, books devoting some sections to the multivariate case, and books treating the general case of locally compact groups, interestingly there is no book devoted entirely to the multidimensional case which is extremely important for applications. This book is intended to fill this gap at least partially. It makes the basic concepts and results on multivariate characteristic and correlation functions easily accessible to both students and researchers in a comprehensive manner. The first chapter presents basic results and should be read carefully since it is essential for the understanding of the subsequent chapters. The second chapter is devoted to correlation functions, their applications to stationary processes and some connections to harmonic analysis. In Chapter 3 we deal with several special properties, Chapter 4 is devoted to the extension problem while Chapter 5 contains a few applications. A relatively large appendix comprises topics like infinite products, functional equations, special functions or compact operators. |
| Authors: | Zoltán Sasvári |
| Resource Type: | eBook. |
| Subjects: | Variables (Mathematics), Characteristic functions, Correlation (Statistics), Multivariate analysis |
| Categories: | MATHEMATICS / Probability & Statistics / General, MATHEMATICS / General, MATHEMATICS / Mathematical Analysis |
| Database: | eBook Collection (EBSCOhost) |
| FullText | Links: – Type: ebook-pdf Text: Availability: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Multivariate Characteristic and Correlation Functions – Name: Abstract Label: Description Group: Ab Data: In a certain sense characteristic functions and correlation functions are the same, the common underlying concept is positive definiteness. Many results in probability theory, mathematical statistics and stochastic processes can be derived by using these functions. While there are books on characteristic functions of one variable, books devoting some sections to the multivariate case, and books treating the general case of locally compact groups, interestingly there is no book devoted entirely to the multidimensional case which is extremely important for applications. This book is intended to fill this gap at least partially. It makes the basic concepts and results on multivariate characteristic and correlation functions easily accessible to both students and researchers in a comprehensive manner. The first chapter presents basic results and should be read carefully since it is essential for the understanding of the subsequent chapters. The second chapter is devoted to correlation functions, their applications to stationary processes and some connections to harmonic analysis. In Chapter 3 we deal with several special properties, Chapter 4 is devoted to the extension problem while Chapter 5 contains a few applications. A relatively large appendix comprises topics like infinite products, functional equations, special functions or compact operators. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Zoltán+Sasvári%22">Zoltán Sasvári</searchLink> – Name: TypePub Label: Resource Type Group: TypPub Data: eBook. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Variables+%28Mathematics%29%22">Variables (Mathematics)</searchLink><br /><searchLink fieldCode="DE" term="%22Characteristic+functions%22">Characteristic functions</searchLink><br /><searchLink fieldCode="DE" term="%22Correlation+%28Statistics%29%22">Correlation (Statistics)</searchLink><br /><searchLink fieldCode="DE" term="%22Multivariate+analysis%22">Multivariate analysis</searchLink> – Name: SubjectBISAC Label: Categories Group: Su Data: <searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Probability+%26+Statistics+%2F+General%22">MATHEMATICS / Probability & Statistics / General</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+General%22">MATHEMATICS / General</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Mathematical+Analysis%22">MATHEMATICS / Mathematical Analysis</searchLink> |
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| RecordInfo | BibRecord: BibEntity: Classifications: – Code: 519.232 Scheme: ddc Type: prePub Languages: – Code: eng Text: English Subjects: – SubjectFull: Variables (Mathematics) Type: general – SubjectFull: Characteristic functions Type: general – SubjectFull: Correlation (Statistics) Type: general – SubjectFull: Multivariate analysis Type: general Titles: – TitleFull: Multivariate Characteristic and Correlation Functions Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Zoltán Sasvári – PersonEntity: Name: NameFull: Zoltán Sasvári IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Type: published Y: 2013 – D: 04 M: 02 Type: profile Y: 2014 Identifiers: – Type: isbn-print Value: 9783110223989 – Type: isbn-electronic Value: 9783110223996 Titles: – TitleFull: Multivariate Characteristic and Correlation Functions Type: main |
| ResultId | 1 |
