Download or read book Hilbert Space Methods in Probability and Statistical Inference written by Christopher G. Small and published by John Wiley & Sons. This book was released on 2011-09-15 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.