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Hilbert Space Methods in Probability and Statistical Inference

Posted By: nebulae
Date: 6 Oct 2013 10:38:23
Hilbert Space Methods in Probability and Statistical Inference

Christopher G. Small, "Hilbert Space Methods in Probability and Statistical Inference"
English | ISBN: 0471592811 | 1994 | 270 pages | PDF | 9 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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