Hilbert Space Methods in Probability and Statistical Inference - Christopher Small G.
Автор: | Christopher Small G. |
Издательство: | John Wiley & Sons Limited |
Серия: | |
Жанр произведения: | Математика |
Год издания: | 0 |
isbn: | 9781118165539 |
Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.