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Gaussian Processes
About this Title
Takeyuki Hida, Meijo University, Nagoya, Japan and Masuyuki Hitsuda, Kumamoto University, Kumamoto, Japan. Translated by T. Hida, Meijo University, Nagoya, Japan and M. Hitsuda, Kumamoto University, Kumamoto, Japan
Publication: Translations of Mathematical Monographs
Publication Year:
1993; Volume 120
ISBNs: 978-0-8218-4358-1 (print); 978-1-4704-4530-0 (online)
DOI: https://doi.org/10.1090/mmono/120
MathSciNet review: MR1216518
MSC: Primary 60G15
ReadershipTable of Contents
Front/Back Matter
Chapters
- Foundations of probability theory and limit theorems - chapter 1
- Systems of Gaussian random variables - chapter 2
- Stationary Gaussian processes and their representations - chapter 3
- Canonical representation of Gaussian processes; general theory and multiplicity - chapter 4
- Multiple Markov Gaussian processes - chapter 5
- Equivalence of Gaussian processes - chapter 6