Random processes with statistical appplications

Descipline Random processes with statistical appplications
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Doctorat (Ph.D.)
Credits 4
Semester 3
Description This course is a introduction to theory of some space of random variables: Orlicz spaces, spaces of Sub-Gaussian and Square-Gaussian random variable. We discuss application of this theory for statistics of random processes and simulation of random processes and fields. We study distribution of same functional from random processes.
Teachers Kozachenko Yuriy
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Phone:
+380442590392
e-mail:
yvk@univ.kiev.ua
Author: admin