Theory and Application of Characteristic Functions
Author | : Solomon Kullback |
Publisher | : |
Total Pages | : 202 |
Release | : 1940* |
Genre | : Characteristic functions |
ISBN | : |
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Author | : Solomon Kullback |
Publisher | : |
Total Pages | : 202 |
Release | : 1940* |
Genre | : Characteristic functions |
ISBN | : |
Author | : Nikolai G. Ushakov |
Publisher | : VSP |
Total Pages | : 372 |
Release | : 1999 |
Genre | : Mathematics |
ISBN | : 9789067643078 |
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Author | : Torben Maack Bisgaard |
Publisher | : Nova Publishers |
Total Pages | : 152 |
Release | : 2000 |
Genre | : Mathematics |
ISBN | : 9781560728603 |
This book contains basic information on characteristic functions and moment sequences that is frequently used in probability theory. Characteristic functions and moment sequences are viewed as special cases of positive definite functions. Positive definite functions occur in diverse parts of mathematics, e.g. in operator theory, moment problems, complex function theory, embedding problems, integral equations, and other areas. However, the area of mathematics in which the largest number of people use positive definite functions (some without knowing it) seems to be that of probability theory.
Author | : Eugene Lukacs |
Publisher | : |
Total Pages | : 200 |
Release | : 1983 |
Genre | : Characteristic functions |
ISBN | : |
Author | : Emil Joseph Polak |
Publisher | : |
Total Pages | : 134 |
Release | : 1951 |
Genre | : Probabilities |
ISBN | : |
Author | : E. Lukacs |
Publisher | : Oxford University Press |
Total Pages | : 360 |
Release | : 1987-03-01 |
Genre | : |
ISBN | : 9780195205787 |
This volume studies characteristic functions--which play an essential role in probability and statistics-- for their intrinsic, mathematical interest.
Author | : Zoltán Sasvári |
Publisher | : Walter de Gruyter |
Total Pages | : 376 |
Release | : 2013-03-22 |
Genre | : Mathematics |
ISBN | : 3110223996 |
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.
Author | : Gordon Lynn Harrison |
Publisher | : |
Total Pages | : 74 |
Release | : 1968 |
Genre | : Characteristic functions |
ISBN | : |
Author | : Boris V. Gnedenko |
Publisher | : CRC Press |
Total Pages | : 524 |
Release | : 1998-05-13 |
Genre | : Mathematics |
ISBN | : 9789056995850 |
This book is the sixth edition of a classic text that was first published in 1950 in the former Soviet Union. The clear presentation of the subject and extensive applications supported with real data helped establish the book as a standard for the field. To date, it has been published into more that ten languages and has gone through five editions. The sixth edition is a major revision over the fifth. It contains new material and results on the Local Limit Theorem, the Integral Law of Large Numbers, and Characteristic Functions. The new edition retains the feature of developing the subject from intuitive concepts and demonstrating techniques and theory through large numbers of examples. The author has, for the first time, included a brief history of probability and its development. Exercise problems and examples have been revised and new ones added.