Hilbert Space Methods in Probability and Statistical Inference (Don L. McLeish)
Hilbert Space Methods in Probability and Statistical Inference (Don L. McLeish)
Описание книги:
Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.
