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An Introduction to the Theory of Stationary Random Functions - Softcover

 
9780486646886: An Introduction to the Theory of Stationary Random Functions
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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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  • PublisherDover Pubns
  • Publication date1984
  • ISBN 10 0486646882
  • ISBN 13 9780486646886
  • BindingPaperback
  • Number of pages235

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ISBN 10: 0486646882 ISBN 13: 9780486646886
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