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Lectures on Prediction Theory: Delivered at the University Erlangen-Nürnberg 1966 - Softcover

 
9783662163641: Lectures on Prediction Theory: Delivered at the University Erlangen-Nürnberg 1966

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Synopsis

Positive definite sequences.- Herglotz' theorem.- Vector valued measures.- Spectral decomposition and ergodic theorem.- Series representation.- Wold decomposition.- The Szegö-Krein-Kolmogorov theorem.- Predictors for completely indetermined sequences.- Prediction problems.

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Other Popular Editions of the Same Title

9783540039150: Lectures on Prediction Theory: Delivered at the University Erlangen-Nürnberg 1966 (Lecture Notes in Mathematics, 44)

Featured Edition

ISBN 10:  3540039155 ISBN 13:  9783540039150
Publisher: Springer, 1967
Softcover