Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
Autore | Gualtierotti, Antonio F. |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XXXIV, 1176 p. : ill. ; 24 cm |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
Soggetto non controllato |
Cramér-Hida representations
Dependent signals with arbitrary laws Girsanov‘s theory Goursat processes Information and communication, circuits Prediction processes Reproducing Kernel Hilbert spaces Signal detection Uniqueness class of continuous local martingales |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113725 |
Gualtierotti, Antonio F. | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
Autore | Gualtierotti, Antonio F. |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XXXIV, 1176 p. : ill. ; 24 cm |
Soggetto topico |
46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
Soggetto non controllato |
Cramér-Hida representations
Dependent signals with arbitrary laws Girsanov‘s theory Goursat processes Information and communication, circuits Prediction processes Reproducing Kernel Hilbert spaces Signal detection Uniqueness class of continuous local martingales |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113725 |
Gualtierotti, Antonio F. | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
Autore | Gualtierotti, Antonio F. |
Edizione | [[Cham] : Springer, 2015] |
Pubbl/distr/stampa | XXXIV, 1176 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113725 |
Gualtierotti, Antonio F. | ||
XXXIV, 1176 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Penalising Brownian paths / Bernard Roynette, Marc Yor |
Autore | Roynette, Bernard |
Pubbl/distr/stampa | Berlin, : Springer, 2009 |
Descrizione fisica | XII, 275 p. ; 24 cm |
Altri autori (Persone) | Yor, Marc |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] |
Soggetto non controllato |
Bessel process
Brownian Motions Martingales Penalisations Probability Theory |
ISBN | 978-35-408-9698-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0071089 |
Roynette, Bernard | ||
Berlin, : Springer, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Penalising Brownian paths / Bernard Roynette, Marc Yor |
Autore | Roynette, Bernard |
Pubbl/distr/stampa | Berlin, : Springer, 2009 |
Descrizione fisica | XII, 275 p. ; 24 cm |
Altri autori (Persone) | Yor, Marc |
Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G30 - Continuity and singularity of induced measures [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
Soggetto non controllato |
Bessel process
Brownian Motions Martingales Penalisations Probability Theory |
ISBN | 978-35-408-9698-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00071089 |
Roynette, Bernard | ||
Berlin, : Springer, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Penalising Brownian paths / Bernard Roynette, Marc Yor |
Autore | Roynette, Bernard |
Edizione | [Berlin : Springer] |
Descrizione fisica | Pubblicazione disponibile anche in formato elettronico. |
Altri autori (Persone) | Yor, Marc |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] |
ISBN | 978-35-408-9698-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0071089 |
Roynette, Bernard | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|