Correlation Theory of Stationary and Related Random Functions: Supplementary Notes and References - Couverture souple

Livre 125 sur 160: Springer Series in Statistics

Yaglom, A.M.

 
9781461290902: Correlation Theory of Stationary and Related Random Functions: Supplementary Notes and References

Synopsis

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.

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Autres éditions populaires du même titre

9780387963310: Correlation Theory of Stationary and Related Random Functions: Supplementary Notes and References

Edition présentée

ISBN 10 :  0387963316 ISBN 13 :  9780387963310
Editeur : Springer-Verlag New York Inc., 1987
Couverture rigide