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.
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Text: English, Russian (translation)
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An Introduction to the Theory of Stationary Random Functions
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An Introduction to the Theory of Stationary Random Functions
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An Introduction to the Theory of Stationary Random Functions
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Dover Pubns, Mineola, New York, U.S.A., 1984
ISBN 10: 0486646882
ISBN 13: 9780486646886
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Trade Paperback. Condition: Very Good. 1973 Dover Edition. This is a VG 1973 Dover trade paperback edition, black cover. Seller Inventory # 036360