An Introduction to the Theory of Stationary Random Functions - Hardcover

Iaglom, A. M

Hardcover

ISBN 10: 0134999541 ISBN 13: 9780134999548

Publisher: Prentice-Hall, 1962

Synopsis

Prentice-Hall, Inc. [Published date: 1962]. Second Printing, April 1965. Hard Cover, 235 pp. [from jacket flap] translated from the Russian by RICHARD A. SILVERMAN THIS IS THE FOURTH in a series of translations of outstanding books in the fields of mathematics, physics and engineering, under the editorship of Richard A. Silverman. The present volume deals with the theory of stationary random functions, and contains indispensable background material for an understanding of such diverse topics as turbulence theory, the theory of servomechanisms, and information theory. Although rigor is never sacrificed, the approach is consistently Intuitive, stressing physical interpretation of the results obtained. As a resuit, the book is readily accessible to scientists with relatively limited mathematical backgrounds. Part 1 discusses the general theory of stationary random functions. The treatment proceeds in easy stages from the simplest concepts to a variety of generalizations. Part 2 is devoted to the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes, with an exhaustive treatment of rational spectral densities, the case of paramount practical importance. Detailed solutions are given, based on the use of complex variable techniques . This English edition has been carefully revised by the author and the translator, working in close collaboration.

About this title

Language Notes

Text: English, Russian (translation)

Edition details

• Publisher: Prentice-Hall
• Publication date: 1962
• Language: English
• ISBN 10: 0134999541
• ISBN 13: 9780134999548
• Binding: Hardcover
• Number of pages: 235