9780486495712

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Search Results: displaying 1 - 1 of 1   --> 9780486495712 ( ISBN )  

 
 

An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions)
Author(s): A. M. Yaglom
ISBN-13: 9780486495712 ISBN: 048649571X

Format: Hardcover   Pages: 256 Pub. Date: 2004-01-26 Publisher: Dover Publications
List Price: $50.00

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Book Description

An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions)

This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.

 

 
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