Journal ArticleDOI
Harmonic Analysis and the Theory of Probability. By S. Bochner pp. 176. 35s. 1955. (California University Press and Cambridge University Press)
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This article is published in The Mathematical Gazette.The article was published on 1957-05-01. It has received 531 citations till now.read more
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Book
The Fractal Geometry of Nature
TL;DR: This book is a blend of erudition, popularization, and exposition, and the illustrations include many superb examples of computer graphics that are works of art in their own right.
Journal ArticleDOI
On Estimation of a Probability Density Function and Mode
TL;DR: In this paper, the problem of the estimation of a probability density function and of determining the mode of the probability function is discussed. Only estimates which are consistent and asymptotically normal are constructed.
Journal ArticleDOI
The design and analysis of computer experiments
TL;DR: This paper presents a meta-modelling framework for estimating Output from Computer Experiments-Predicting Output from Training Data and Criteria Based Designs for computer Experiments.
Journal ArticleDOI
A subordinated stochastic process model with finite variance for speculative prices
TL;DR: In this article, a general class of finite-variance distributions for price changes is described, and a member of this class, the lognormal-normal, is tested against previously proposed distributions for speculative price differences.
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Lévy Processes and Stochastic Calculus
TL;DR: In this paper, the authors present a general theory of Levy processes and a stochastic calculus for Levy processes in a direct and accessible way, including necessary and sufficient conditions for Levy process to have finite moments.
References
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Journal ArticleDOI
On Estimation of a Probability Density Function and Mode
TL;DR: In this paper, the problem of the estimation of a probability density function and of determining the mode of the probability function is discussed. Only estimates which are consistent and asymptotically normal are constructed.
Journal ArticleDOI
The design and analysis of computer experiments
TL;DR: This paper presents a meta-modelling framework for estimating Output from Computer Experiments-Predicting Output from Training Data and Criteria Based Designs for computer Experiments.
Journal ArticleDOI
A subordinated stochastic process model with finite variance for speculative prices
TL;DR: In this article, a general class of finite-variance distributions for price changes is described, and a member of this class, the lognormal-normal, is tested against previously proposed distributions for speculative price differences.
Book
Lévy Processes and Stochastic Calculus
TL;DR: In this paper, the authors present a general theory of Levy processes and a stochastic calculus for Levy processes in a direct and accessible way, including necessary and sufficient conditions for Levy process to have finite moments.
Journal ArticleDOI
Nonseparable, Stationary Covariance Functions for Space–Time Data
TL;DR: In this paper, the authors propose general classes of nonseparable, stationary covariance functions for spatiotemporal random processes, which are directly in the space-time domain and do not depend on closed-form Fourier inversions.