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Hilbert Space Methods in Probability and Statistical Inference (repost)

Posted By: fdts
Date: 9 Dec 2016 14:23:00
Hilbert Space Methods in Probability and Statistical Inference (repost)

Hilbert Space Methods in Probability and Statistical Inference
by Christopher G. Small
English | 1994 | ISBN: 0471592811 | 270 pages | PDF | 2.82 MB

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.

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