ENGLISH

An Introduction to the Theory of Stationary Random Functions

By A. M. Yaglom

Book information

Publisher
Dover Publications
Year
2004
ISBN
048649571X, 9780486495712
LCC
QA280 .I3313 2004
Open Library ID
OL3693609M
Language
english
Format
PDF
Filesize
1 MB (1190487 bytes)
Pages
247\247
Library
Mexmat
Scanned
no
Time added
2011-02-23 10:11:24

Description

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.

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