Unit:
Κατεύθυνση Θεωρητικά ΜαθηματικάLibrary of the School of Science
Supervisors info:
Απόστολος Γιαννόπουλος, Καθηγητής, Τμήμα Μαθηματικών, Εθνικό Καποδιστριακό Πανεπιστήμιο Αθηνών
Original Title:
Τυχαίες Σειρές Fourier
Translated title:
Random Fourier Series
Summary:
The study of random banach series, random hilbert series and random trigonometric series whose coefficients are random variables. Also contained therein are the Karhunen–Loève theorem and its connection with random fourier series. Finally, there is the examination of the random fourier series which converge on stochastic integrals, as well as the Wiener chaos decomposition.
Main subject category:
Science
Keywords:
fourier, chaos, karhunen, stochastic
