Multivariate Characteristic and Correlation Functions (De Gruyter Studies in Mathematics)
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Multivariate Characteristic and Correlation Functions

De Gruyter Studies in Mathematics

By Zoltan Sasvari

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Format: Hardcover, 375 pages
Other Information: Illustrated
Published In: Germany, 01 March 2013
In a certain sense characteristic functions and correlation functions are the same, the common underlying concept is positive definiteness. Many results in probability theory, mathematical statistics and stochastic processes can be derived by using these functions. While there are books on characteristic functions of one variable, books devoting some sections to the multivariate case, and books treating the general case of locally compact groups, interestingly there is no book devoted entirely to the multidimensional case which is extremely important for applications. This book is intended to fill this gap at least partially. It makes the basic concepts and results on multivariate characteristic and correlation functions easily accessible to both students and researchers in a comprehensive manner. The first chapter presents basic results and should be read carefully since it is essential for the understanding of the subsequent chapters. The second chapter is devoted to correlation functions, their applications to stationery processes and some connections to harmonic analysis. In Chapter 3 we deal with several special properties, Chapter 4 is devoted to the extension problem while Chapter 5 contains a few applications. A relatively large appendix comprises topics like infinite products, functional equations, special functions or compact operators.

About the Author

Zoltan Sasvari, Dresden University of Technology, Germany.

Reviews

"[...] There is no book so far devoted entirely to multivariate characteristic functions, which are very important for applications. The present book fills this gap."Christian Berg, Zentralblatt fur Mathematik

EAN: 9783110223989
ISBN: 3110223988
Publisher: Walter de Gruyter
Dimensions: 24.59 x 17.86 x 2.44 centimeters (0.76 kg)
Age Range: 15+ years
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