Brownian Motion, the Fredholm Determinant, and Time Series Analysis

Discover the fascinating world of statistics with Brownian Motion, the Fredholm Determinant, and Time Series Analysis by Katsuto Tanaka. Published by Cambridge University Press in 2025, this comprehensive hardback edition spans 352 pages and serves as an essential resource for both researchers and graduate students. This book presents a unique statistical perspective on Brownian motion, compiling a wealth of important statistical tools into one accessible volume. Delve into the intricate relationship between time series analysis and Brownian motion as you learn to derive the distribution of various statistics, particularly focusing on quadratic functionals. Whether you're looking to deepen your understanding or enhance your research, this text is a valuable addition to your library.