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Metric characterization of random variables and random processes

The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The foll...

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Detalles Bibliográficos
Autores principales: Buldygin, V V, Kozachenko, Yu V
Lenguaje:eng
Publicado: American Mathematical Society 2000
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2754412