{"product_id":"brownian-motion-the-fredholm-determinant-and-time-series-analysis-hardback-9781009566995","title":"Brownian Motion, the Fredholm Determinant, and Time Series Analysis (Hardback) 9781009566995","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eBrownian Motion, the Fredholm Determinant, and Time Series Analysis\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eNew insights on the distributional and statistical aspects of Brownian motion.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eKatsuto Tanaka (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781009566995, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 2 January 2025\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e352 pages\u003cbr\u003e23.5 x 16 x 2.5 cm, 0.627 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eBrownian motion is an important topic in various applied fields where the analysis of random events is necessary. Introducing Brownian motion from a statistical viewpoint, this detailed text examines the distribution of quadratic plus linear or bilinear functionals of Brownian motion and demonstrates the utility of this approach for time series analysis. It also offers the first comprehensive guide on deriving the Fredholm determinant and the resolvent associated with such statistics. Presuming only a familiarity with standard statistical theory and the basics of stochastic processes, this book brings together a set of important statistical tools in one accessible resource for researchers and graduate students. Readers also benefit from online appendices, which provide probability density graphs and solutions to the chapter problems.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePart I. Theory: 1. Quadratic functionals of the Brownian motion\u003cbr\u003e 2. Integral equations and the Fredholm determinant\u003cbr\u003e 3. Integral equations and the resolvent\u003cbr\u003e Part II. Applications: 4. Fredholm determinants for goodness of fit tests\u003cbr\u003e 5. Fredholm determinants in the state space model\u003cbr\u003e 6. Fredholm determinants in the moving average model\u003cbr\u003e 7. Fredholm determinants in the autoregressive model\u003cbr\u003e 8. Fredholm determinants for the fractional Brownian motion\u003cbr\u003e References\u003cbr\u003e Author index\u003cbr\u003e Subject index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Brand New","offer_id":52415662457112,"sku":"9781009566995","price":100.98,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781009566995i.jpg?v=1784420907","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/brownian-motion-the-fredholm-determinant-and-time-series-analysis-hardback-9781009566995","provider":"Freshly Printed Books","version":"1.0","type":"link"}