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Stochastic Analysis for Gaussian Random Processes and Fields : With Applications, Paperback by Mandrekar, Vidyadhar S.; Gawarecki, Leszek, ISBN 0367738147, ISBN-13 9780367738143, Brand New, Free shipping in the US This monograph presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, the authors study Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). They explain how covariances are related to RKHSs and examine the Bayes’ formula, the filtering and analytic problem related to
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