Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
| 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.
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| [Cham], : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
| 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.
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||
| [Cham], : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti
| 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.
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| XXXIV, 1176 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Penalising Brownian paths / Bernard Roynette, Marc Yor
| 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
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| Berlin, : Springer, 2009 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Penalising Brownian paths / Bernard Roynette, Marc Yor
| 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
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||
| Berlin, : Springer, 2009 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Penalising Brownian paths / Bernard Roynette, Marc Yor
| 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
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| Lo trovi qui: Univ. Vanvitelli | ||
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Probability in Banach Spaces : Isoperimetry and Processes / Michel Ledoux, Michel Talagrand
| Probability in Banach Spaces : Isoperimetry and Processes / Michel Ledoux, Michel Talagrand |
| Autore | Ledoux, Michel, matematico |
| Edizione | [Repr] |
| Pubbl/distr/stampa | Berlin [etc.], : Springer-Verlag, 1991 [stampa 2002] |
| Descrizione fisica | xii, 480 p. ; 24 cm |
| Altri autori (Persone) | Talagrand, Michel |
| Soggetto topico |
28C20 - Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) [MSC 2020]
46Bxx - Normed linear spaces and Banach spaces; Banach lattices [MSC 2020] 52A40 - Inequalities and extremum problems involving convexity in convex geometry [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60Bxx - Probability theory on algebraic and topological structures [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] |
| Soggetto non controllato |
Banach spaces
Differential equations Entropy Fourier series Law of large numbers Law of the iterated logarithms Logarithms Measures Random variables |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00288270 |
Ledoux, Michel, matematico
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| Berlin [etc.], : Springer-Verlag, 1991 [stampa 2002] | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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