工学やファイナンスなどの応用に活かせるよう以下の特長があります。・具体例による直感的な説明をした後で定義や定理などの数学的概念を述べます。・極限定理や確率微分方 ...

確率過程の基礎から応用までその背後にある基本的な考え方を習得。

確率論と確率過程から情報通信の応用を解説

The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes.

確率微分方程式からベイズモデル,拡散モデルまで 内山祐介. 2.2 確率過程第 1 章で導入したように,確率的な事象を定量的に扱うものが確率変数であった.これは,標本空間の要素を引数にもつ実数値関数である.すなわち X : Ω → R で ... 確率過程 2.2 確率過程.

The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective.

This book presents the key concepts, theory, and computer code written in R, helping readers with limited initial knowledge of random processes to become confident in their understanding and application of these principles in their own ...

For this reason, a vast amount of periodical and monographic literature is devoted to the nonparametric statistical problem of estimating the function tJ( T) and especially that of leA) (see, for example, the books [4,21,22,26,56,77,137,139 ...