Multivariate Characteristic and Correlation Functions.

Multivariate characteristic functions are the Fourier transforms of distributions of random vectors. They represent an important tool for the study of ifferent problems of probability theory, e.g. limit theorems, characterization problems, and description of special distributions, but they also appe...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Sasvári, Zoltán
Format:	eBook
Language:	English
Published:	Berlin : De Gruyter, 2013.
Series:	De Gruyter studies in mathematics.
Subjects:	Characteristic functions. Correlation (Statistics) Variables (Mathematics) Multivariate analysis. Characteristic functions Multivariate analysis