An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions) - Hardcover

Yaglom, A. M.

Hardcover

ISBN 10: 048649571X ISBN 13: 9780486495712

Publisher: Dover Publications, 2004

Synopsis

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. 1962 edition.

About this title

Language Notes

Text: English, Russian (translation)

Edition details

• Publisher: Dover Publications
• Publication date: 2004
• Language: English
• ISBN 10: 048649571X
• ISBN 13: 9780486495712
• Binding: Hardcover
• Number of pages: 256