Stationary Processes and Prediction Theory (eBook)

Harry Furstenberg (Autor)

eBook Download: PDF

2016
Princeton University Press (Verlag)
978-1-4008-8160-4 (ISBN)

Infos

A classic treatment of stationary processes and prediction theory from the acclaimed Annals of Mathematics Studies seriesPrinceton University Press is proud to have published the Annals of Mathematics Studies since 1940. One of the oldest and most respected series in science publishing, it has included many of the most important and influential mathematical works of the twentieth century. The series continues this tradition as Princeton University Press publishes the major works of the twenty-first century.To mark the continued success of the series, all books are available in paperback and as ebooks.

Produkt-Details

• Erscheint lt. Verlag: 2.3.2016
• Reihe/Serie: Annals of Mathematics Studies
• Reihe/Serie: Annals of Mathematics Studies
• Verlagsort: Princeton
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Schlagworte: abelian group • adjoint equation • Almost periodic function • Almost surely • automorphism • C*-algebra • Cartesian Product • Character group • Characteristic function (probability theory) • coefficient • commutative property • complex number • conditional expectation • Conditional probability • continuous function • Continuous function (set theory) • corollary • Coset • counterexample • Degeneracy (mathematics) • Dimensional Analysis • Dimension (vector space) • Distribution Function • Eigenvalues and Eigenvectors • Endomorphism • Equation • equivalence class • equivalence relation • Ergodicity • ergodic process • Ergodic sequence • ergodic theory • Error Term • estimation • Euclidean space • Eventually (mathematics) • existence theorem • existential quantification • Expectation value (quantum mechanics) • Extrapolation • Fourier series • Fubini's Theorem • functional equation • Function composition • Function (mathematics) • Generic point • Harmonic Analysis • hilbert space • Homeomorphism • Homomorphism • Identity element • Independence (probability theory) • Inverse function • Invertible matrix • Least Squares • Lebesgue measure • Limit (mathematics) • Linear combination • Linear map • linear prediction • Linear space (geometry) • Markov Chain • Metric Space • nonlinear system • Nonnegative Matrix • Normed algebra • Parameter • Periodic sequence • Pointwise • Predictability • Prediction • Probability • Probability Distribution • probability measure • Probability space • Quotient space (topology) • random sequence • Random Variable • Regular sequence • Sample space • Semigroup • Sequence • Sequence space • Shift operator • Sign (mathematics) • Special case • stationary process • stochastic • Stochastic process • Subalgebra • SUBGROUP • subsequence • Subset • Theorem • Time Series • Topology • uniform convergence • Variable (mathematics) • Weak topology • Zorn's lemma
• ISBN-10: 1-4008-8160-9 / 1400881609
• ISBN-13: 978-1-4008-8160-4 / 9781400881604