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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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Autor principal: Piterbarg, Vladimir I
Lenguaje:eng
Publicado: American Mathematical Society 1995
Materias:
Acceso en línea:http://cds.cern.ch/record/2713826
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author Piterbarg, Vladimir I
author_facet Piterbarg, Vladimir I
author_sort Piterbarg, Vladimir I
collection CERN
description 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 book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.
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institution Organización Europea para la Investigación Nuclear
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publishDate 1995
publisher American Mathematical Society
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spelling cern-27138262021-04-21T18:09:12Zhttp://cds.cern.ch/record/2713826engPiterbarg, Vladimir IAsymptotic methods in the theory of Gaussian processes and fieldsMathematical Physics and MathematicsThis 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 book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.American Mathematical Societyoai:cds.cern.ch:27138261995
spellingShingle Mathematical Physics and Mathematics
Piterbarg, Vladimir I
Asymptotic methods in the theory of Gaussian processes and fields
title Asymptotic methods in the theory of Gaussian processes and fields
title_full Asymptotic methods in the theory of Gaussian processes and fields
title_fullStr Asymptotic methods in the theory of Gaussian processes and fields
title_full_unstemmed Asymptotic methods in the theory of Gaussian processes and fields
title_short Asymptotic methods in the theory of Gaussian processes and fields
title_sort asymptotic methods in the theory of gaussian processes and fields
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2713826
work_keys_str_mv AT piterbargvladimiri asymptoticmethodsinthetheoryofgaussianprocessesandfields