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Asymptotic methods in the theory of Gaussian processes and fields

This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the bo...

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Detalles Bibliográficos
Autor principal: Piterbarg, Vladimir I
Lenguaje:eng
Publicado: American Mathematical Society 1995
Materias:
Acceso en línea:http://cds.cern.ch/record/2713826