Some Random Series of Functions

2. Auflage 2003
ISBN: 978-0-521-45602-9
Verlag: Cambridge University Press

Buch, Englisch, Band 5, 319 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 522 g

Reihe: Cambridge Studies in Advanced Mathematics

Now in a paperback edition for the first time, this second edition of Some Random Series of Functions covers random series in Banach and Hilbert spaces, random Taylor or Fourier series, Brownian motion and other Gaussian processes, plus certain types of random sets and measures. The subject matter of this book is important and has wide application in mathematics, statistics, engineering, and physics. Professor Kahane's presentation is suitable even for beginning graduate students in probability and analysis (exercises are provided throughout), as well as non-specialists in the other disciplines to which this subject has application.

Autoren/Hrsg.

Kahane, Jean-Pierre

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Mathematische Analysis

Inhaltsverzeichnis

1. A few tools from probability theory; 2. Random series in a Banach space; 3. Random series in a Hilbert space; 4. Random Taylor series; 5. Random Fourier series; 6. A bound for random trigonometric polynomials; 7. Conditions on coefficients for regularity; 8. Conditions on coefficients for irregularity; 9. Random point masses on the circle; 10. A few geometric notions; 11. Random translates and coverings; 12. Gaussian variables and Gaussian series; 13. Gaussian Taylor series; 14. Gaussian Fourier series; 15. Boundedness and continuity for Gaussian processes; 16. The Brownian motion; 17. Brownian images in harmonic analysis; 18. Fractional Brownian images and level sets.