Multivariate Characteristic and Correlation Functions / / Zoltán Sasvári.
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 character...
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2013] ©2013 |
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Sasvári, Zoltán, author. aut http://id.loc.gov/vocabulary/relators/aut Multivariate Characteristic and Correlation Functions / Zoltán Sasvári. Berlin ; Boston : De Gruyter, [2013] ©2013 1 online resource (366 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda De Gruyter Studies in Mathematics , 0179-0986 ; 50 Frontmatter -- Preface -- Contents -- Chapter 1. Characteristic functions -- Chapter 2. Correlation functions -- Chapter 3. Special properties -- Chapter 4. The extension problem -- Chapter 5. Selected applications -- Appendix A. Basic notation -- Appendix B. Basic analysis -- Appendix C. Advanced analysis -- Appendix D. Functional analysis -- Appendix E. Measure theory -- Appendix F. Probability -- Bibliography -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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. Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) Characteristic functions. Correlation (Statistics). Multivariate analysis. Variables (Mathematics). Fouriertransformation. Wahrscheinlichkeitsverteilung. MATHEMATICS / Probability & Statistics / General. bisacsh Characteristic Functions. Fourier Transform. Moment Problem. Probability Distribution. Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package 9783110494938 ZDB-23-GSM Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 9783110238570 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) 9783110238471 Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 9783110637205 ZDB-23-GMA Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2013 9783110317350 ZDB-23-DGG Title is part of eBook package: De Gruyter E-BOOK PACKAGE MATHEMATICS, PHYSICS, ENGINEERING 2013 9783110317282 ZDB-23-DMI Title is part of eBook package: De Gruyter E-BOOK PAKET MATHEMATIK, PHYSIK, INGENIEURWISS. 2013 9783110317275 ZDB-23-DMP print 9783110223989 https://doi.org/10.1515/9783110223996 https://www.degruyter.com/isbn/9783110223996 Cover https://www.degruyter.com/document/cover/isbn/9783110223996/original |
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Sasvári, Zoltán, Sasvári, Zoltán, |
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Sasvári, Zoltán, Sasvári, Zoltán, Multivariate Characteristic and Correlation Functions / De Gruyter Studies in Mathematics , Frontmatter -- Preface -- Contents -- Chapter 1. Characteristic functions -- Chapter 2. Correlation functions -- Chapter 3. Special properties -- Chapter 4. The extension problem -- Chapter 5. Selected applications -- Appendix A. Basic notation -- Appendix B. Basic analysis -- Appendix C. Advanced analysis -- Appendix D. Functional analysis -- Appendix E. Measure theory -- Appendix F. Probability -- Bibliography -- Index |
author_facet |
Sasvári, Zoltán, Sasvári, Zoltán, |
author_variant |
z s zs z s zs |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Sasvári, Zoltán, |
title |
Multivariate Characteristic and Correlation Functions / |
title_full |
Multivariate Characteristic and Correlation Functions / Zoltán Sasvári. |
title_fullStr |
Multivariate Characteristic and Correlation Functions / Zoltán Sasvári. |
title_full_unstemmed |
Multivariate Characteristic and Correlation Functions / Zoltán Sasvári. |
title_auth |
Multivariate Characteristic and Correlation Functions / |
title_alt |
Frontmatter -- Preface -- Contents -- Chapter 1. Characteristic functions -- Chapter 2. Correlation functions -- Chapter 3. Special properties -- Chapter 4. The extension problem -- Chapter 5. Selected applications -- Appendix A. Basic notation -- Appendix B. Basic analysis -- Appendix C. Advanced analysis -- Appendix D. Functional analysis -- Appendix E. Measure theory -- Appendix F. Probability -- Bibliography -- Index |
title_new |
Multivariate Characteristic and Correlation Functions / |
title_sort |
multivariate characteristic and correlation functions / |
series |
De Gruyter Studies in Mathematics , |
series2 |
De Gruyter Studies in Mathematics , |
publisher |
De Gruyter, |
publishDate |
2013 |
physical |
1 online resource (366 p.) Issued also in print. |
contents |
Frontmatter -- Preface -- Contents -- Chapter 1. Characteristic functions -- Chapter 2. Correlation functions -- Chapter 3. Special properties -- Chapter 4. The extension problem -- Chapter 5. Selected applications -- Appendix A. Basic notation -- Appendix B. Basic analysis -- Appendix C. Advanced analysis -- Appendix D. Functional analysis -- Appendix E. Measure theory -- Appendix F. Probability -- Bibliography -- Index |
isbn |
9783110223996 9783110494938 9783110238570 9783110238471 9783110637205 9783110317350 9783110317282 9783110317275 9783110223989 |
issn |
0179-0986 ; |
callnumber-first |
Q - Science |
callnumber-subject |
QA - Mathematics |
callnumber-label |
QA273 |
callnumber-sort |
QA 3273.6 S356 42013 |
url |
https://doi.org/10.1515/9783110223996 https://www.degruyter.com/isbn/9783110223996 https://www.degruyter.com/document/cover/isbn/9783110223996/original |
illustrated |
Not Illustrated |
dewey-hundreds |
500 - Science |
dewey-tens |
510 - Mathematics |
dewey-ones |
519 - Probabilities & applied mathematics |
dewey-full |
519.2/32 |
dewey-sort |
3519.2 232 |
dewey-raw |
519.2/32 |
dewey-search |
519.2/32 |
doi_str_mv |
10.1515/9783110223996 |
oclc_num |
851970517 |
work_keys_str_mv |
AT sasvarizoltan multivariatecharacteristicandcorrelationfunctions |
status_str |
n |
ids_txt_mv |
(DE-B1597)37951 (OCoLC)851970517 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2013 Title is part of eBook package: De Gruyter E-BOOK PACKAGE MATHEMATICS, PHYSICS, ENGINEERING 2013 Title is part of eBook package: De Gruyter E-BOOK PAKET MATHEMATIK, PHYSIK, INGENIEURWISS. 2013 |
is_hierarchy_title |
Multivariate Characteristic and Correlation Functions / |
container_title |
Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package |
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