This book deals with the relation between the past and the future of a real, one-dimensional, stationary Gaussian process. Kolmogorov and Wiener showed how best to predict the future knowing the whole past. The more difficult problem, when only a finite segment of the past is known, was solved by M. G. Krein. A full treatment of this problem, and the prerequisites for dealing with it, occupies most of the book. The first three chapters are devoted to the necessary background in function theory, Hardy spaces and probability. Later chapters introduce the spectral theory of a weighted string developed by Krein and certain Hilbert spaces of entire functions introduced by L. de Branges. Various other connections between past and future are considered, such as mixing and Markovian character. The final chapter treats the problem of interpolation, when the whole process is known except for a gap and it is desired to predict what happens there.
"synopsis" may belong to another edition of this title.
Shipping:
US$ 4.25
Within U.S.A.
Seller: BookHolders, Towson, MD, U.S.A.
Condition: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: First ] Publisher: Academic Press Pub Date: 1/1/1976 Binding: Hardcover Pages: 335 First edition. Seller Inventory # 6640311
Quantity: 1 available
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Fair. Volume 31. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:0122264606. Seller Inventory # 9786202
Quantity: 1 available
Seller: Anybook.com, Lincoln, United Kingdom
Condition: Fair. Volume 31. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:0122264606. Seller Inventory # 9981902
Quantity: 1 available
Seller: Antiquariat Bernhardt, Kassel, Germany
gebundene Ausgabe. Aus der Reihe: Probability and Mathematical Statistics, Volume 31. Zust: Gutes Exemplar. Ohne Schutzumschlag. XI, 333 Seiten, Englisch 598g. Seller Inventory # 493373
Quantity: 1 available
Seller: dsmbooks, Liverpool, United Kingdom
Hardcover. Condition: Good. Good. book. Seller Inventory # D8S0-3-M-0122264606-4
Quantity: 1 available