ENGLISH

Correlation Theory of Stationary and Related Random Functions: Volume I: Basic Results

By A. M. Yaglom

Book information

Publisher
Springer
Year
1987
ISBN
9780387962689, 0387962689
LCC
QA247.2
Open Library ID
OL21347160M
Language
english
Format
PDF
Filesize
2 MB (2492842 bytes)
Edition
1
Pages
538\538
Library
Mexmat
Scanned
no
Time added
2011-02-23 10:11:24

Description

Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.

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