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Hilbert Space Methods in Probability and Statistical Inference(English, Hardcover, Small Christopher G.)

Hilbert Space Methods in Probability and Statistical Inference(English, Hardcover, Small Christopher G.)

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Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.