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Random and Vector Measures

Random and Vector Measures

Hardcover

Series: Multivariate Analysis, Book 9

General MathematicsProbability & Statistics

ISBN10: 9814350818
ISBN13: 9789814350815
Publisher: World Scientific Publishing Company
Published: Sep 12 2011
Pages: 552
Weight: 1.90
Height: 1.30 Width: 6.10 Depth: 9.00
Language: English
The book is devoted to the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. The spaces can be Banach or Frechet types. Special attention is given to Bochner's boundedness principle and Grothendieck's representation unifying and simplyfying stochastic integrations. Several stationary aspects, extensions and random currents as well as related multilinear forms are analyzed, whilst numerous new procedures and results are included, and many research areas are opened up which also display the geometric aspects in multi dimensions.

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General Mathematics