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Lectures on Gaussian Processes
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Lectures on Gaussian Processes

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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.
Författare
Mikhail Lifshits
ISBN
9783642249389
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-01-13
Sidor
121