Asymptotic methods in the theory of Gaussian processes and fields / Vladimir I. Piterbarg.

Format:

Book

Author/Creator:

Piterbarg, V. I. (Vladimir Ilʹich)

Series:

Translations of Mathematical Monographs, 2472-5137 ; v. 148

Standardized Title:

Asimptoticheskie metody v teorii gaussovskikh sluchaĭnykh prot︠s︡essov i poleĭ. English

Language:

English

Russian

Subjects (All):

Gaussian processes.

Asymptotic expansions.

Random fields.

Physical Description:

1 online resource (xii, 206 p.)

Place of Publication:

Providence, R.I. : American Mathematical Society, c1996.

System Details:

Mode of access : World Wide Web

Contents:

Introduction Chapter 1. The method of comparison Chapter 2. The double sum method Chapter 3. The method of moments Chapter 4. Limit theorems for the number of high excursions and for maxima of Gaussian processes and fields

Notes:

Includes bibliographical references (p. 203-206).

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Description based on print version record.

Other Format:

Print version: Piterbarg, V. I. Asymptotic methods in the theory of Gaussian processes and fields /

ISBN:

9781470445652 (online)

Access Restriction:

Restricted for use by site license.