An Introduction to the Theory of Stationary Random Functions - Rilegato

Iaglom, A. M.

Rilegato

ISBN 10: 048649571X ISBN 13: 9780486495712

Casa editrice: Dover Pubns, 2004

Riassunto

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.

Su questa edizione

• Editore: Dover Pubns
• Data di pubblicazione: 2004
• ISBN 10: 048649571X
• ISBN 13: 9780486495712
• Rilegatura: Copertina rigida
• Numero di pagine: 256