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Science/Engineering An Introduction to the Theory of Stationary Random Functions

Posted on 2010-03-16




Name:Science/Engineering An Introduction to the Theory of Stationary Random Functions
ASIN/ISBN:048649571X
Language:English
File size:1.1 Mb
Publish Date: 2004
ISBN: 048649571X
Pages: 256 pages
File Type: PDF
File Size: 1,1 MB
Other Info: Dover Publications
   Science/Engineering An Introduction to the Theory of Stationary Random Functions

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A. M. Yaglom, "An Introduction to the Theory of Stationary Random Functions"

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.

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