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SpringerBriefs in Mathematics

Lectures on Gaussian Processes

Authors: Lifshits, Mikhail

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  • A quick and condensed treatment of the core theory

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eBook $54.99
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  • ISBN 978-3-642-24939-6
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Softcover $69.99
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  • ISBN 978-3-642-24938-9
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About this book

Gaussian processes can be viewed as a  far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmission, Machine Learning - to mention just a few. The objective of these Briefs is to present a quick and condensed treatment of the core theory that a reader must understand in order to make his own independent contributions. The primary intended readership are PhD/Masters students and researchers working in pure or applied mathematics. The first chapters introduce essentials of the classical theory of Gaussian processes and measures with the core notions of reproducing kernel, integral representation, isoperimetric property, large deviation principle. The brevity being a priority for teaching and learning purposes, certain technical details and proofs are omitted. The later chapters touch important recent issues not sufficiently reflected in the literature, such as small deviations, expansions, and quantization of processes. In university teaching, one can build a one-semester advanced course upon these Briefs.​

Reviews

From the reviews:

“This is a book on the modern theory of Gaussian processes. … I would like to recommend this book to anyone interested in the most recent developments regarding Gaussian processes and wanting to learn them from one of the best specialists in the field.” (Ivan Nourdin, Mathematical Reviews, December, 2013)

Table of contents (1 chapters)

Table of contents (1 chapters)

Buy this book

eBook $54.99
price for USA in USD (gross)
  • ISBN 978-3-642-24939-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA in USD
  • ISBN 978-3-642-24938-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Lectures on Gaussian Processes
Authors
Series Title
SpringerBriefs in Mathematics
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Mikhail Lifshits
eBook ISBN
978-3-642-24939-6
DOI
10.1007/978-3-642-24939-6
Softcover ISBN
978-3-642-24938-9
Series ISSN
2191-8198
Edition Number
1
Number of Pages
X, 121
Topics