Hilbert Space Methods in Probability by Christopher G. Small (.PDF)

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File Size: 15 MB

Hilbert Space Methods in Probability and Statistical Inference 1st Edition by Christopher G. Small (Author), Don L. McLeish (Author)
Requirements: .PDF reader, 15 MB
Overview: 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.
Genre: Non-Fiction > Educational

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