An Introduction to the Theory of Stationary Random Functions

An Introduction to the Theory of Stationary Random Functions
Author :
Publisher : Courier Corporation
Total Pages : 258
Release :
ISBN-10 : 048649571X
ISBN-13 : 9780486495712
Rating : 4/5 (1X Downloads)

Book Synopsis An Introduction to the Theory of Stationary Random Functions by : A. M. Yaglom

Download or read book An Introduction to the Theory of Stationary Random Functions written by A. M. Yaglom and published by Courier Corporation. This book was released on 2004-01-01 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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