Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...
Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population’s growth rate is typically ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
The Annals of Probability, Vol. 41, No. 2 (March 2013), pp. 1088-1114 (27 pages) The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian ...