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An Introduction to the Theory of Stationary Random Functions PDF

247 Pages·2004·1.135 MB·English
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Preview An Introduction to the Theory of Stationary Random Functions

Description:
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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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.