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An Introduction To The Theory Of Stationary Random Functions A M Yaglom

  • SKU: BELL-1551760
An Introduction To The Theory Of Stationary Random Functions A M Yaglom
$ 31.00 $ 45.00 (-31%)

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An Introduction To The Theory Of Stationary Random Functions A M Yaglom instant download after payment.

Publisher: Dover Publications
File Extension: PDF
File size: 1.14 MB
Pages: 247
Author: A. M. Yaglom
ISBN: 9780486495712, 048649571X
Language: English
Year: 2004

Product desciption

An Introduction To The Theory Of Stationary Random Functions A M Yaglom by A. M. Yaglom 9780486495712, 048649571X instant download after payment.

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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