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Asymptotic Methods in the Theory of Gaussian Processes and Fields Book

Asymptotic Methods in the Theory of Gaussian Processes and Fields
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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 , Asymptotic Methods in the Theory of Gaussian Processes and Fields
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  • Asymptotic Methods in the Theory of Gaussian Processes and Fields
  • Written by author Vladimir I. Piterbarg
  • Published by American Mathematical Society, 3/28/2012
  • 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
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Preface to the Russian Edition
Preface to the English Edition
Introduction 1
Ch. 1 The Method of Comparison 37
Ch. 2 The Double Sum Method 97
Ch. 3 The Methods of Moments 143
Ch. 4 Limit Theorems for the Number of High Excursions and for Maxima of Gaussian Processes and Fields 169
Bibliography 203


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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 , Asymptotic Methods in the Theory of Gaussian Processes and Fields

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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 , Asymptotic Methods in the Theory of Gaussian Processes and Fields

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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 , Asymptotic Methods in the Theory of Gaussian Processes and Fields

Asymptotic Methods in the Theory of Gaussian Processes and Fields

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