An Introduction to the Theory of Stationary Random Functions

An Introduction to the Theory of Stationary Random Functions
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.

Correlation Theory of Stationary and Related Random Functions

Correlation Theory of Stationary and Related Random Functions
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.

Introduction to the Theory of Random Processes

Introduction to the Theory of Random Processes
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.

平稳随机函数导论

平稳随机函数导论
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.

An Introduction to the Theory of Point Processes

An Introduction to the Theory of Point Processes
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.

Correlation Theory of Stationary and Related Random Functions

Correlation Theory of Stationary and Related Random Functions
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.