An Introduction To The Theory Of Stationary Random Functions
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Author | : A. M. Yaglom |
Publisher | : Courier Corporation |
Total Pages | : 258 |
Release | : 2004-01-01 |
Genre | : Mathematics |
ISBN | : 9780486495712 |
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.
Author | : Akiva M. Jaglom |
Publisher | : |
Total Pages | : 0 |
Release | : 1965 |
Genre | : Time-series analysis |
ISBN | : |
Author | : A.M. Yaglom |
Publisher | : Springer Science & Business Media |
Total Pages | : 267 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461246288 |
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.
Author | : A M. Iaglom |
Publisher | : |
Total Pages | : 235 |
Release | : 1962 |
Genre | : Random functions |
ISBN | : |
Author | : A.M. Yaglom |
Publisher | : |
Total Pages | : 0 |
Release | : |
Genre | : |
ISBN | : |
Author | : Iosif Il?ich Gikhman |
Publisher | : Courier Corporation |
Total Pages | : 537 |
Release | : 1996-01-01 |
Genre | : Mathematics |
ISBN | : 0486693872 |
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
Author | : Akiva M. Jaglom |
Publisher | : |
Total Pages | : 235 |
Release | : 1962 |
Genre | : |
ISBN | : |
Author | : 雅格洛姆 (苏) |
Publisher | : |
Total Pages | : 167 |
Release | : 2016 |
Genre | : |
ISBN | : 9787560354835 |
本书共分两章。第一章介绍了平稳随机函数的一般理论;第二章介绍了平稳随机函数的线性外推及滤过.
Author | : D.J. Daley |
Publisher | : Springer Science & Business Media |
Total Pages | : 487 |
Release | : 2006-04-10 |
Genre | : Mathematics |
ISBN | : 0387215646 |
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Author | : A.M. Yaglom |
Publisher | : Springer |
Total Pages | : 258 |
Release | : 1987-11-02 |
Genre | : Mathematics |
ISBN | : 9780387963310 |
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.