Introduction to Sparse Stochastic Processes

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Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious representation in a matched wavelet-like basis. Two key themes are the statistical property of infinite divisibility, which leads to two distinct types of behaviour - Gaussian and sparse - and the struc...
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Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious representation in a matched wavelet-like basis. Two key themes are the statistical property of infinite divisibility, which leads to two distinct types of behaviour - Gaussian and sparse - and the struc...
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  • Formats: epub
  • ISBN: 9781316054505
  • Publication Date: 21 Aug 2014
  • Publisher: Cambridge University Press
  • Product language: English
  • Drm Setting: DRM