Multivariate characteristic and correlation functions
type: Item
instance of: scholarly article
title: Multivariate characteristic and correlation functions
zbMATH Open document ID: 1276.62034
DOI: 10.1515/9783110223996
author: Zoltán Sasvári
published in: De Gruyter Studies in Mathematics
publication date: 2013-04-02T00:00:00Z
review text: As it is well-known in probability theory, the distribution of a random variable is in one-to-one correspondence with its characteristic function, so there is an alternative to the probability approach to obtain analytical results. The same can be said about the correlation function. Obviously, one can generalize these notions to multivariate random variables, and this has already been made, but there are no many attempts in this sense at book levels. Accordingly, the main goal of this book is to fill this gap. The author tried to make accessible the basic concepts regarding the corresponding generalization to advanced students and researchers, interested in probability theory and mathematical statistics focused on the multivariate case. Aimed as a self-contained book, there is a relatively large Appendix containing the necessary mathematical background ending the book.
reviewed by: Marina Gorunescu
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62-01
Mathematics Subject Classification ID: 46N30
Mathematics Subject Classification ID: 62M99
zbMATH DE Number: 6149297
zbMATH Keywords: characteristic functions
zbMATH Keywords: multivariate case
zbMATH Keywords: differential and integral calculus
zbMATH Keywords: functional analysis, measure theory
zbMATH Keywords: probability theory
MaRDI profile type: Publication
OpenAlex ID: W647273166
description: scientific article; zbMATH DE number 6149297