Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
de Branges' Theory for Processes with Stationary Increments

de Branges' Theory for Processes with Stationary Increments

Dzhaparidze, Kacha

Hardcover

Series: Progress in Probability, Book 83

General MathematicsProbability & Statistics

PREORDER - Expected ship date January 30, 2027

ISBN10: 3032248450
ISBN13: 9783032248459
Publisher: Birkhauser
Published: Jan 30 2027
Pages: 781
Language: English
This monograph explores de Branges' Hilbert space theory for entire functions and its application to spectral analysis of stationary processes and processes with stationary increments. Chapters examine the interplay between two areas of mathematics: functional analysis and probability theory. These distinct areas are made accessible to readers from either background by establishing the necessary analytic framework in Parts I and II before showing how they apply to Gaussian stochastic processes in Part III. Part I introduces fundamental notions and facts from the complex function theory on a half-plane, including de Branges functions, and Part II focuses on de Branges' theory. Part III covers spectral analysis of random processes, providing a deeper analysis of moving average representation of processes with stationary increments, their series expansion, and more. De Branges' Theory for Processes With Stationary Increments will be of interest to researchers in function theory as well as stochastic processes.

Also in

Probability & Statistics

View All