Lectures on Gaussian Processes (Record no. 102360)

000 -LEADER
fixed length control field 03311nam a22004575i 4500
001 - CONTROL NUMBER
control field 978-3-642-24939-6
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140220083304.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120110s2012 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783642249396
-- 978-3-642-24939-6
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-642-24939-6
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBWL
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Lifshits, Mikhail.
Relator term author.
245 10 - TITLE STATEMENT
Title Lectures on Gaussian Processes
Medium [electronic resource] /
Statement of responsibility, etc by Mikhail Lifshits.
264 #1 -
-- Berlin, Heidelberg :
-- Springer Berlin Heidelberg,
-- 2012.
300 ## - PHYSICAL DESCRIPTION
Extent X, 121p.
Other physical details online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
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-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# - SERIES STATEMENT
Series statement SpringerBriefs in Mathematics,
International Standard Serial Number 2191-8198
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Preface -- 1.Gaussian Vectors and Distributions -- 2.Examples of Gaussian Vectors, Processes and Distributions -- 3.Gaussian White Noise and Integral Representations -- 4.Measurable Functionals and the Kernel -- 5.Cameron-Martin Theorem -- 6.Isoperimetric Inequality -- 7.Measure Concavity and Other Inequalities -- 8.Large Deviation Principle -- 9.Functional Law of the Iterated Logarithm -- 10.Metric Entropy and Sample Path Properties -- 11.Small Deviations -- 12.Expansions of Gaussian Vectors -- 13.Quantization of Gaussian Vectors -- 14.Invitation to Further Reading -- References.
520 ## - SUMMARY, ETC.
Summary, etc Gaussian processes can be viewed as a  far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmission, Machine Learning - to mention just a few. The objective of these Briefs is to present a quick and condensed treatment of the core theory that a reader must understand in order to make his own independent contributions. The primary intended readership are PhD/Masters students and researchers working in pure or applied mathematics. The first chapters introduce essentials of the classical theory of Gaussian processes and measures with the core notions of reproducing kernel, integral representation, isoperimetric property, large deviation principle. The brevity being a priority for teaching and learning purposes, certain technical details and proofs are omitted. The later chapters touch important recent issues not sufficiently reflected in the literature, such as small deviations, expansions, and quantization of processes. In university teaching, one can build a one-semester advanced course upon these Briefs.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Distribution (Probability theory).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783642249389
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title SpringerBriefs in Mathematics,
-- 2191-8198
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-642-24939-6
912 ## -
-- ZDB-2-SMA

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