Correlation Theory of Stationary and Related Random Functions

Supplementary Notes and References

A.M. Yaglom (Autor)

Buch | Softcover

258 Seiten

2011 | Softcover reprint of the original 1st ed. 1987
Springer-Verlag New York Inc.
9781461290902 (ISBN)

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Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.

1.- 2.- 3.- 4.- Name Index.

Reihe/Serie	Springer Series in Statistics
Zusatzinfo	IX, 258 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-13	9781461290902 / 9781461290902
Zustand	Neuware