Gaussian random functions /
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English Russian |
| Published: |
Dordrecht ; Boston :
Kluwer Academic Publishers,
[1995], ©1995
Dordrecht ; Boston : Kluwer Academic, c1995 Dordrecht ; Boston : c1995 Dordrecht ; Boston : [1995] |
| Series: | Mathematics and its applications (D. Reidel Publishing Company) ;
v. 322 Mathematics and its applications (Kluwer Academic Publishers) ; v. 322 Mathematics and its applications (Kluwer Academic Publishers) v. 322 |
| Subjects: | |
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Table of Contents:
- Sect. 1. Gaussian distributions and random variables
- Sect. 2. Multi-dimensional Gaussian distributions
- Sect. 3. Covariances
- Sect. 4. Random functions
- Sect. 5. Examples of Gaussian random functions
- Sect. 6. Modelling the covariances
- Sect. 7. Oscillations
- Sect. 8. Infinite-dimensional Gaussian distributions
- Sect. 9. Linear functionals, admissible shifts, and the kernel
- Sect. 10. The most important Gaussian distributions
- Sect. 11. Convexity and the isoperimetric inequality
- Sect. 12. The large deviations principle
- Sect. 13. Exact asymptotics of large deviations
- Sect. 14. Metric entropy and the comparison principle
- Sect. 15. Continuity and boundedness
- Sect. 16. Majorizing measures
- Sect. 17. The functional law of the iterated logarithm
- Sect. 18. Small deviations
- Sect. 19. Several open problems
- Sect. 1 Gaussian distributions and random variables
- Sect. 2. Multi-dimensional Gaussian distributions
- Sect. 3. Covariances
- Sect. 4. Random functions
- Sect. 5. Examples of Gaussian random functions
- Sect. 6. Modelling the covariances
- Sect. 7. Oscillations
- Sect. 8. Infinite-dimensional Gaussian distributions
- Sect. 9. Linear functionals, admissible shifts, and the kernel
- Sect. 10. The most important Gaussian distributions
- Sect. 11. Convexity and the isoperimetric inequality
- Sect. 12. The large deviations principle
- Sect. 13. Exact asymptotics of large deviations
- Sect. 14. Metric entropy and the comparison principle
- Sect. 15. Continuity and boundedness
- Sect. 16. Majorizing measures
- Sect. 17. The functional law of the iterated logarithm
- Sect. 18. Small deviations
- Sect. 19. Several open problems.