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Lectures on Gaussian Processes
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Lectures on Gaussian Processes

Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. 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.
ISBN
9783642249389
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
13.1.2012
Antall sider
121