Multivariate Characteristic and Correlation Functions.
Multivariate characteristic functions are the Fourier transforms of distributions of random vectors. They represent an important tool for the study of ifferent problems of probability theory, e.g. limit theorems, characterization problems, and description of special distributions, but they also appe...
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| Online Access: |
Full text (MCPHS users only) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin :
De Gruyter,
2013
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| Series: | De Gruyter studies in mathematics.
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
| Summary: | Multivariate characteristic functions are the Fourier transforms of distributions of random vectors. They represent an important tool for the study of ifferent problems of probability theory, e.g. limit theorems, characterization problems, and description of special distributions, but they also appear as correlation functions of stationary random fields. This book provides an introduction to the theory of these functions which may be useful also for readers who want to learn about multivariate Fourier transforms. It presents some special topics and several classical and recent applications. Se. |
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| Item Description: | E.1 Borel measures, weak and vague convergence. |
| Physical Description: | 1 online resource (376 pages) |
| Bibliography: | Includes bibliographical references (pages 357-360) and index. |
| ISBN: | 9783110223996 3110223996 |
| Language: | In English. |
| Source of Description, Etc. Note: | Print version record. |
