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Limit Theorems for Random Fields With Singular Spectrum

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Limit Theorems for Random Fields With Singular Spectrum Synopsis

Presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. Topics include concepts of the spectral theory of random fields, and Tauberian and Abelian theorems for covariance function of long-memory random fields.

About This Edition

ISBN: 9780792356356
Publication date:
Author: N N Leonenko
Publisher: Springer an imprint of Springer Netherlands
Format: Hardback
Pagination: 401 pages
Series: Mathematics and Its Applications
Genres: Probability and statistics
Stochastics
Classical mechanics
Applied mathematics

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