Introduction to the Theory of Stat Rand Fu (Dover Phoenix Editions) - Hardcover

Yaglom, M

Hardcover

ISBN 10: 048649571X ISBN 13: 9780486495712

Verlag: Dover Publications Inc., 2004

Inhaltsangabe

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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Reseña del editor

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.

Details zur Ausgabe

• Verlag: Dover Publications Inc.
• Erscheinungsdatum: 2004
• Sprache: Englisch
• ISBN 10: 048649571X
• ISBN 13: 9780486495712
• Einband: Tapa dura
• Anzahl der Seiten: 235
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italien