Code: 01445836

Multivariate Characteristic and Correlation Functions

Name: Multivariate Characteristic and Correlation Functions
Brand: De Gruyter
SKU: 01445836
Price: 168.76 EUR
Availability: InStock
Author: Zoltan Sasvari
ISBN: 9783110223989

by Zoltan Sasvari

Language: English
Binding: Hardback
Number of pages: 366
Publisher: De Gruyter, 2013
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Book synopsis

Multivariate characteristic functions are the Fourier transforms of distributions of random vectors. They represent an important tool for the study of ifferent problems of probability theory, e.g. limit theorems, characterization problems, and description of special distributions, but they also appear as correlation functions of stationary random fields. This book provides an introduction to the theory of these functions which may be useful also for readers who want to learn about multivariate Fourier transforms. It presents some special topics and several classical and recent applications. Several appendices make the book a must have source.